+740.9%
STLD vs IOVA
+0.8%
+740.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.4% |
| 7D | +2.9% | -3.5% | +6.4% | +3.2% |
| 30D | -5.6% | -45.4% | +39.8% | -2.4% |
| 3M | -11.7% | +19.0% | -30.7% | -14.4% |
| 6M | -2.8% | +112.0% | -114.8% | -10.9% |
| YTD | +36.4% | +184.2% | -147.8% | +20.5% |
| 1Y | +50.0% | +222.0% | -172.0% | +30.8% |
| 3Y | +122.3% | +92.6% | +29.8% | +86.6% |
| 5Y | +273.2% | -63.2% | +336.4% | +240.0% |
| All | +740.9% | +0.8% | +740.1% | +580.2% |
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