+3,733.6%
STRL vs IOVA
-91.6%
+3,825.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.0% | +4.7% | +5.7% |
| 7D | +3.4% | +9.7% | -6.3% | +3.1% |
| 30D | -9.2% | +102.5% | -111.8% | -11.4% |
| 3M | -51.0% | +100.7% | -151.7% | -52.2% |
| 6M | +15.8% | +106.3% | -90.6% | +12.7% |
| YTD | +58.9% | +222.0% | -163.1% | +52.5% |
| 1Y | +68.5% | +299.5% | -231.0% | +60.4% |
| 3Y | +485.2% | +42.9% | +442.3% | +459.9% |
| 5Y | +2,005.1% | -65.0% | +2,070.1% | +1,946.4% |
| 10Y | +7,118.0% | +10.3% | +7,107.7% | +6,723.8% |
| All | +3,733.6% | -91.6% | +3,825.3% | +3,312.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling