+643.2%
STM vs IQV
+511.9%
+131.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.7% |
| 7D | +5.8% | +2.3% | +3.5% | +4.4% |
| 30D | -1.0% | +13.4% | -14.4% | -7.9% |
| 3M | -33.3% | +43.3% | -76.5% | -47.9% |
| 6M | +57.4% | +50.5% | +6.8% | +16.3% |
| YTD | +102.2% | +18.8% | +83.4% | +71.1% |
| 1Y | +99.6% | +45.5% | +54.1% | +46.7% |
| 3Y | +14.5% | +19.4% | -4.8% | -8.3% |
| 5Y | +21.4% | +1.7% | +19.6% | +6.5% |
| 10Y | +695.0% | +247.9% | +447.0% | +237.7% |
| All | +643.2% | +511.9% | +131.3% | +165.5% |
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