STALIN'S DAUGHTER: The Extraordinary and Tumultuous Life of Svetlana Alliluyeva, by Rosemary Sullivan. Harper, 741 pp., $35.

"Wherever I go, whether to Australia or some island, I will always be the political prisoner of my father's name." Such was the lament of Svetlana Alliluyeva, whose life sentence it was to be the only daughter of Joseph Stalin.

Born in 1926, she grew up with enormous privileges. Some called her the Princess of the Kremlin; there was even a perfume, Breath of Svetlana, named after her. To Stalin, she was his "little sparrow." Lavrenty Beria, the notorious head of the secret police, bounced her on his knee, and she in turn playfully bossed around Stalin's henchmen.

StoryExcerpt from 'Stalin's Daughter'

But grimness lurked all around as the dictator signed death warrants and consigned millions to the gulag. Even her own relatives were not immune: Uncles, aunts and cousins were executed or imprisoned. Her mother committed suicide in 1932 (an event still shrouded in some mystery; did she kill herself as a protest?) and a teenage crush was sent off to prison camp.

Svetlana would spend a lifetime coming to terms with the cruelties wrought in her father's name. Her defection to the West in 1967 made her a Cold War celebrity with a sinister pedigree; she could never quite escape the sobriquet "Stalin's daughter." "You can't live your own life. You can't live any life. You exist only in reference to a name," she mused.

In her poignant biography, Canadian writer Rosemary Sullivan tells Alliluyeva's story with sympathy and sharp psychological insight. Sullivan does not cast Svetlana's life as an unmitigated tragedy or as a treacly triumph against the odds. There were certainly many setbacks, financial and emotional. She left two children behind in the Soviet Union; she was a compulsive mover, always in search of the next best place, even if she could never find it. She endured three divorces and several broken relationships. She struggled in the West -- when she arrived, she had no idea how to balance a checkbook -- and could never let go of her homeland. She returned, briefly, to the Soviet Union in the 1980s.

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But this proud, stubborn, sincere, volatile, polarizing woman, blessed with a sharp intellect and abundant literary gifts, was propelled by a rare life force. "She had an undaunted optimism, honed by years of surviving so many cruel bereavements, so many disappointments and losses," Sullivan observes. "Somehow she continued to believe in the future."

If anything, Svetlana was a survivor. After Stalin's death in 1953, a seismic event, Svetlana pursued literary studies and friendships among the intelligentsia. She took her mother's last name. A brief thaw gave way to repression, and friends were jailed for their writings. A love affair with a terminally ill Indian Communist brought her to India to scatter his ashes. She defected at the American Embassy in New Delhi. What unfolded next is something out of a cold war thriller as U.S. officials scrambled to get Svetlana out of India before the Soviets found out what was afoot.

Svetlana's story made her a hot property, and she signed a book contract that earned her millions. But such a windfall made her a target. She found herself mixed up with Frank Lloyd Wright's widow, who ran a cultlike fellowship of the architect's disciples. A subsequent marriage to one of them, Wes Peters, ended in shambles and financial distress (she gave huge sums to her chronically indebted husband).

As Sullivan notes, it is sadly ironic that Svetlana, raised in a world founded on mistrust and suspicion, was too trusting of the men she fell for. "An emotional orphan with a tragic fragility that always threatened to sink her," Sullivan writes, she was forever in search of the ideal partner, only to fall short. But her last marriage gave her a beloved daughter, Olga, who gave her full support to the author.

"Stalin's Daughter" soars on details culled from dozens of interviews and impressive archival research from KGB and CIA files. The glimpses into the Stalin household are invariably fascinating, and the subsequent wanderings of Svetlana as she searches for inner peace take on an epic quality. George F. Kennan, the eminent Sovietologist and Cold War diplomat, who took in Svetlana on her arrival in the States, called her journey an "incomprehensible Odyssey." It is to Sullivan's credit that she makes the Homeric wanderings of Svetlana Alliluyeva -- who died, almost penniless, in 2011 -- not only comprehensible, but also unforgettably moving.