+107.5%
STLD vs IOVA
+85.3%
+22.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.4% | +0.3% |
| 7D | -11.1% | -5.2% | -5.9% | -11.0% |
| 30D | -4.8% | -37.8% | +33.0% | -3.5% |
| 3M | -14.6% | +29.5% | -44.0% | -16.6% |
| 6M | -7.4% | +96.6% | -104.0% | -12.6% |
| YTD | +32.6% | +194.5% | -161.9% | +20.9% |
| 1Y | +47.3% | +248.1% | -200.7% | +32.4% |
| 3Y | +107.5% | +86.1% | +21.4% | +82.2% |
| All | +107.5% | +85.3% | +22.3% | +82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling