+504.0%
STRL vs IOVA
+44.8%
+459.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.0% | +4.7% | +5.7% |
| 7D | +3.4% | +9.7% | -6.3% | +2.5% |
| 30D | -9.2% | +102.5% | -111.8% | -15.7% |
| 3M | -51.0% | +100.7% | -151.7% | -54.7% |
| 6M | +15.8% | +106.3% | -90.6% | +6.1% |
| YTD | +58.9% | +222.0% | -163.1% | +39.8% |
| 1Y | +68.5% | +299.5% | -231.0% | +45.2% |
| All | +504.0% | +44.8% | +459.2% | +410.3% |
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 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