+537.1%
STM vs IQV
+528.8%
+8.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +1.1% |
| 7D | -7.9% | +4.8% | -12.7% | -10.2% |
| 30D | -14.1% | +5.9% | -20.0% | -17.0% |
| 3M | -17.6% | +13.7% | -31.3% | -23.9% |
| 6M | -24.2% | +54.0% | -78.2% | -44.3% |
| YTD | +73.3% | +22.1% | +51.2% | +43.7% |
| 1Y | +90.1% | +29.1% | +60.9% | +51.7% |
| 3Y | +10.3% | +40.4% | -30.1% | -20.9% |
| 5Y | -5.7% | +9.1% | -14.9% | -21.2% |
| 10Y | +444.1% | +251.2% | +192.9% | +128.5% |
| All | +537.1% | +528.8% | +8.3% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IQV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling