+1,232.7%
VST vs IQV
+223.7%
+1,009.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | +5.3% | -2.6% | +7.9% | +6.1% |
| 30D | +5.8% | +6.2% | -0.4% | +3.7% |
| 3M | +3.5% | +38.0% | -34.5% | -7.8% |
| 6M | -7.4% | +43.9% | -51.3% | -19.5% |
| YTD | -6.1% | +14.0% | -20.1% | -12.2% |
| 1Y | -21.6% | +35.5% | -57.1% | -31.7% |
| 3Y | +357.2% | +20.3% | +336.8% | +300.6% |
| 5Y | +777.0% | -1.6% | +778.7% | +713.0% |
| All | +1,232.7% | +223.7% | +1,009.0% | +686.6% |
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