+239.2%
STRL vs IOVA
+85.3%
+154.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.9% | -0.4% | +3.1% |
| 7D | -26.9% | -5.2% | -21.7% | -26.4% |
| 30D | -52.7% | -37.8% | -14.9% | -50.9% |
| 3M | -52.8% | +29.5% | -82.3% | -54.5% |
| 6M | -71.5% | +96.6% | -168.0% | -73.8% |
| YTD | -17.4% | +194.5% | -211.9% | -27.3% |
| 1Y | -35.0% | +248.1% | -283.0% | -43.5% |
| 3Y | +239.2% | +86.1% | +153.1% | +185.1% |
| All | +239.2% | +85.3% | +154.0% | +185.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling