+354.5%
STRL vs IQV
+39.3%
+315.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +23.4% | +2.4% | +21.1% | +22.8% |
| 30D | -39.5% | +4.0% | -43.5% | -40.1% |
| 3M | -45.1% | +12.2% | -57.2% | -47.0% |
| 6M | -64.6% | +54.9% | -119.4% | -70.5% |
| YTD | -1.5% | +20.3% | -21.8% | -12.1% |
| 1Y | -20.8% | +22.7% | -43.5% | -29.9% |
| All | +354.5% | +39.3% | +315.2% | +293.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling