+2,038.9%
STX vs IOVA
-0.9%
+2,039.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.7% | +4.5% | -0.7% |
| 7D | +16.8% | -1.4% | +18.3% | +17.0% |
| 30D | -27.0% | -47.4% | +20.3% | -23.5% |
| 3M | -37.9% | +13.2% | -51.1% | -39.3% |
| 6M | -32.5% | +114.3% | -146.8% | -38.3% |
| YTD | +98.6% | +179.5% | -80.9% | +74.8% |
| 1Y | +93.6% | +200.4% | -106.8% | +68.8% |
| 3Y | +699.1% | +92.2% | +606.9% | +561.6% |
| 5Y | +481.0% | -63.8% | +544.8% | +428.3% |
| All | +2,038.9% | -0.9% | +2,039.9% | +1,600.3% |
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