+16.7%
IOVA vs STLA
+21.0%
-4.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +1.9% | -6.4% | +8.2% | +4.4% |
| 30D | -44.1% | -1.3% | -42.8% | -44.2% |
| 3M | +28.9% | -19.9% | +48.8% | +37.7% |
| 6M | +125.7% | -42.9% | +168.6% | +175.8% |
| YTD | +199.3% | -59.4% | +258.7% | +307.6% |
| 1Y | +255.2% | -56.8% | +312.1% | +367.4% |
| 3Y | +106.8% | -73.1% | +179.9% | +225.7% |
| 5Y | -67.1% | -70.1% | +3.0% | -52.2% |
| 10Y | +16.7% | +19.8% | -3.1% | -15.3% |
| All | +16.7% | +21.0% | -4.3% | -15.3% |
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