+3,988.2%
STRL vs IOVA
+28.7%
+3,959.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +1.6% | +13.4% | +14.8% |
| 7D | -13.3% | +1.9% | -15.2% | -13.3% |
| 30D | -43.3% | -44.1% | +0.8% | -40.1% |
| 3M | -46.9% | +28.9% | -75.7% | -49.2% |
| 6M | -65.6% | +125.7% | -191.3% | -69.5% |
| YTD | -5.1% | +199.3% | -204.3% | -19.3% |
| 1Y | -23.1% | +255.2% | -278.3% | -35.9% |
| 3Y | +346.8% | +106.8% | +240.0% | +253.5% |
| 5Y | +907.2% | -67.1% | +974.2% | +810.6% |
| 10Y | +3,988.2% | +16.7% | +3,971.5% | +2,783.3% |
| All | +3,988.2% | +28.7% | +3,959.5% | +2,783.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling