+6.1%
IOVA vs STLA
+48.0%
-41.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.0% | +0.2% |
| 7D | +5.1% | +0.7% | +4.3% | +4.7% |
| 30D | +37.2% | -2.4% | +39.6% | +38.1% |
| 3M | +117.5% | -23.9% | +141.4% | +140.6% |
| 6M | +69.6% | -24.6% | +94.2% | +88.4% |
| YTD | +218.7% | -50.5% | +269.2% | +307.7% |
| 1Y | +265.5% | -39.8% | +305.4% | +320.5% |
| 3Y | +46.2% | -65.6% | +111.8% | +111.8% |
| 5Y | -63.2% | -62.1% | -1.2% | -50.7% |
| 10Y | +6.1% | +47.8% | -41.7% | -19.4% |
| All | +6.1% | +48.0% | -41.9% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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