+47.3%
STLD vs IOVA
+255.8%
-208.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.4% | +0.5% |
| 7D | -11.1% | -5.2% | -5.9% | -11.1% |
| 30D | -4.8% | -37.8% | +33.0% | -5.5% |
| 3M | -14.6% | +29.5% | -44.0% | -14.2% |
| 6M | -7.4% | +96.6% | -104.0% | -7.7% |
| YTD | +32.6% | +194.5% | -161.9% | +34.7% |
| 1Y | +47.3% | +248.1% | -200.7% | +47.1% |
| All | +47.3% | +255.8% | -208.4% | +47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling