+1,972.8%
STX vs IQV
+242.6%
+1,730.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.3% |
| 7D | +14.6% | -2.5% | +17.1% | +15.7% |
| 30D | -26.0% | +1.2% | -27.1% | -26.2% |
| 3M | -42.6% | +9.8% | -52.4% | -44.7% |
| 6M | -35.3% | +53.8% | -89.1% | -47.1% |
| YTD | +92.5% | +17.6% | +74.8% | +73.7% |
| 1Y | +102.4% | +18.6% | +83.8% | +82.0% |
| 3Y | +673.8% | +36.9% | +636.9% | +523.3% |
| 5Y | +463.1% | +4.1% | +459.0% | +406.4% |
| All | +1,972.8% | +242.6% | +1,730.3% | +976.4% |
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 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