+86.1%
IOVA vs STLA
-74.0%
+160.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +4.0% |
| 7D | -5.2% | -4.5% | -0.7% | -3.7% |
| 30D | -37.8% | -3.9% | -33.9% | -37.3% |
| 3M | +29.5% | -20.2% | +49.6% | +39.0% |
| 6M | +96.6% | -42.2% | +138.7% | +143.3% |
| YTD | +194.5% | -59.3% | +253.8% | +315.5% |
| 1Y | +248.1% | -56.1% | +304.1% | +362.4% |
| 3Y | +86.1% | -73.7% | +159.8% | +128.9% |
| All | +86.1% | -74.0% | +160.1% | +128.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling