-25.9%
STRL vs IOVA
+362.8%
-388.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -1.5% | -20.0% | -21.3% |
| 7D | -27.1% | -41.3% | +14.2% | -23.5% |
| 30D | -45.8% | -38.5% | -7.3% | -43.5% |
| 3M | -47.6% | +99.5% | -147.2% | -53.0% |
| 6M | -46.4% | +126.0% | -172.4% | -53.0% |
| YTD | -7.4% | +218.7% | -226.1% | -21.8% |
| 1Y | -25.9% | +378.0% | -403.9% | -39.1% |
| All | -25.9% | +362.8% | -388.6% | -39.1% |
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