+1,081.9%
STLD vs IOVA
+9.2%
+1,072.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.7% |
| 7D | +3.1% | +9.7% | -6.6% | +2.5% |
| 30D | -9.0% | +102.5% | -111.5% | -14.6% |
| 3M | -12.4% | +100.7% | -113.1% | -18.1% |
| 6M | +25.5% | +106.3% | -80.8% | +16.2% |
| YTD | +43.6% | +222.0% | -178.4% | +27.1% |
| 1Y | +87.2% | +299.5% | -212.4% | +61.2% |
| 3Y | +135.2% | +42.9% | +92.3% | +103.6% |
| 5Y | +290.9% | -65.0% | +355.9% | +263.4% |
| All | +1,081.9% | +9.2% | +1,072.7% | +813.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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