-60.4%
IOVA vs STLA
-74.6%
+14.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | -3.5% | -13.8% | +10.3% | +2.3% |
| 30D | -45.4% | -10.5% | -34.9% | -43.4% |
| 3M | +19.0% | -28.9% | +47.9% | +33.5% |
| 6M | +112.0% | -49.7% | +161.8% | +176.0% |
| YTD | +184.2% | -64.9% | +249.2% | +320.4% |
| 1Y | +222.0% | -64.0% | +286.0% | +364.9% |
| 3Y | +92.6% | -77.4% | +170.0% | +235.1% |
| All | -60.4% | -74.6% | +14.2% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling