-24.4%
STRL vs IOVA
+237.6%
-262.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +1.6% | +13.4% | +14.7% |
| 7D | -13.3% | +1.9% | -15.2% | -13.2% |
| 30D | -43.3% | -44.1% | +0.8% | -39.4% |
| 3M | -46.9% | +28.9% | -75.7% | -50.0% |
| 6M | -65.6% | +125.7% | -191.3% | -71.2% |
| YTD | -5.1% | +199.3% | -204.3% | -25.4% |
| All | -24.4% | +237.6% | -262.0% | -42.0% |
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 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