-92.0%
IOVA vs STLA
+127.0%
-219.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.2% | +0.7% |
| 7D | +9.7% | +2.6% | +7.2% | +8.9% |
| 30D | +102.5% | -1.2% | +103.8% | +102.5% |
| 3M | +100.7% | -24.8% | +125.4% | +116.3% |
| 6M | +106.3% | -25.6% | +131.9% | +122.9% |
| YTD | +222.0% | -48.9% | +270.9% | +279.3% |
| 1Y | +299.5% | -38.8% | +338.3% | +341.4% |
| 3Y | +42.9% | -64.5% | +107.5% | +83.9% |
| 5Y | -65.0% | -62.4% | -2.5% | -56.5% |
| 10Y | +10.3% | +55.4% | -45.1% | +4.0% |
| All | -92.0% | +127.0% | -219.0% | -92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling