-92.7%
IOVA vs STLA
+80.8%
-173.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +3.9% |
| 7D | -5.2% | -4.5% | -0.7% | -4.1% |
| 30D | -37.8% | -3.9% | -33.9% | -37.4% |
| 3M | +29.5% | -20.2% | +49.6% | +35.8% |
| 6M | +96.6% | -42.2% | +138.7% | +125.6% |
| YTD | +194.5% | -59.3% | +253.8% | +265.0% |
| 1Y | +248.1% | -56.1% | +304.1% | +319.9% |
| 3Y | +86.1% | -73.7% | +159.8% | +156.6% |
| 5Y | -67.8% | -70.3% | +2.4% | -57.9% |
| 10Y | +38.6% | +23.1% | +15.5% | +37.8% |
| All | -92.7% | +80.8% | -173.5% | -92.3% |
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 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