+7.2%
IOVA vs STLA
+3.2%
+4.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +1.5% |
| 7D | -7.0% | -11.6% | +4.6% | -2.3% |
| 30D | -44.4% | -6.2% | -38.3% | -43.5% |
| 3M | +24.7% | -24.6% | +49.2% | +36.2% |
| 6M | +118.6% | -44.9% | +163.6% | +170.6% |
| YTD | +196.3% | -62.3% | +258.6% | +314.7% |
| 1Y | +205.3% | -61.8% | +267.1% | +321.8% |
| 3Y | +103.8% | -75.3% | +179.1% | +231.7% |
| 5Y | -65.6% | -72.5% | +6.9% | -48.4% |
| All | +7.2% | +3.2% | +4.0% | -15.4% |
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