+125.5%
STLD vs IOVA
+103.0%
+22.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.1% | +4.9% | +3.8% |
| 7D | -4.7% | -8.5% | +3.8% | -4.3% |
| 30D | -0.9% | -44.7% | +43.8% | +0.8% |
| 3M | -11.9% | +26.2% | -38.1% | -13.9% |
| 6M | +0.9% | +123.2% | -122.3% | -5.4% |
| YTD | +40.4% | +196.0% | -155.5% | +28.1% |
| 1Y | +56.6% | +240.9% | -184.4% | +41.0% |
| 3Y | +125.5% | +103.5% | +22.0% | +98.0% |
| All | +125.5% | +103.0% | +22.5% | +98.0% |
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