+285.7%
STLD vs IOVA
-66.8%
+352.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.7% | +4.9% | -0.6% |
| 7D | +6.9% | -1.4% | +8.3% | +6.9% |
| 30D | -1.5% | -47.4% | +45.9% | +0.6% |
| 3M | -9.7% | +13.2% | -22.9% | -11.3% |
| 6M | +2.3% | +114.3% | -112.0% | -3.6% |
| YTD | +41.0% | +179.5% | -138.5% | +29.7% |
| 1Y | +51.8% | +200.4% | -148.6% | +38.7% |
| 3Y | +126.4% | +92.2% | +34.2% | +103.4% |
| 5Y | +285.7% | -63.8% | +349.5% | +256.4% |
| All | +285.7% | -66.8% | +352.5% | +256.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling