+7,285.0%
STRL vs IQV
+242.6%
+7,042.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.7% | +4.7% |
| 7D | +5.0% | -2.2% | +7.3% | +6.0% |
| 30D | -6.9% | +8.3% | -15.2% | -10.2% |
| 3M | -39.1% | +44.6% | -83.6% | -50.0% |
| 6M | +21.5% | +52.6% | -31.1% | -2.5% |
| YTD | +66.9% | +16.1% | +50.8% | +48.5% |
| 1Y | +61.6% | +37.3% | +24.4% | +32.6% |
| 3Y | +560.0% | +21.6% | +538.4% | +454.5% |
| 5Y | +2,238.9% | +0.5% | +2,238.4% | +1,994.3% |
| All | +7,285.0% | +242.6% | +7,042.4% | +3,995.6% |
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 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