+3,786.6%
STRL vs IQV
+250.3%
+3,536.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | +23.4% | +2.4% | +21.1% | +22.4% |
| 30D | -39.5% | +4.0% | -43.5% | -40.4% |
| 3M | -45.1% | +12.2% | -57.2% | -47.9% |
| 6M | -64.6% | +54.9% | -119.4% | -72.0% |
| YTD | -1.5% | +20.3% | -21.8% | -13.9% |
| 1Y | -20.8% | +22.7% | -43.5% | -31.5% |
| 3Y | +353.1% | +38.3% | +314.8% | +258.1% |
| 5Y | +942.9% | +6.5% | +936.4% | +811.0% |
| All | +3,786.6% | +250.3% | +3,536.3% | +1,997.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling