+2,120.2%
STLD vs IOVA
-92.3%
+2,212.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.4% | +0.4% |
| 7D | -11.1% | -5.2% | -5.9% | -11.0% |
| 30D | -4.8% | -37.8% | +33.0% | -4.1% |
| 3M | -14.6% | +29.5% | -44.0% | -15.4% |
| 6M | -7.4% | +96.6% | -104.0% | -9.5% |
| YTD | +32.6% | +194.5% | -161.9% | +27.9% |
| 1Y | +47.3% | +248.1% | -200.7% | +41.6% |
| 3Y | +107.5% | +86.1% | +21.4% | +98.7% |
| 5Y | +268.8% | -67.8% | +336.7% | +259.5% |
| 10Y | +883.3% | +38.6% | +844.7% | +833.6% |
| All | +2,120.2% | -92.3% | +2,212.5% | +1,936.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling