+562.1%
STM vs IQV
+519.5%
+42.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.7% | +1.1% |
| 7D | +16.3% | +2.4% | +13.9% | +14.9% |
| 30D | -6.3% | +4.0% | -10.3% | -8.5% |
| 3M | -14.1% | +12.2% | -26.3% | -20.1% |
| 6M | -19.6% | +54.9% | -74.4% | -41.1% |
| YTD | +80.1% | +20.3% | +59.9% | +50.6% |
| 1Y | +95.4% | +22.7% | +72.6% | +61.0% |
| 3Y | +14.7% | +38.3% | -23.6% | -17.2% |
| 5Y | -5.4% | +6.5% | -11.8% | -19.7% |
| 10Y | +465.5% | +251.5% | +214.0% | +137.7% |
| All | +562.1% | +519.5% | +42.6% | +133.6% |
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