+588.0%
STX vs IOVA
+85.3%
+502.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -1.5% |
| 7D | -28.5% | -5.2% | -23.3% | -28.1% |
| 30D | -42.9% | -37.8% | -5.1% | -41.5% |
| 3M | -45.9% | +29.5% | -75.4% | -47.1% |
| 6M | -41.3% | +96.6% | -137.9% | -44.5% |
| YTD | +67.9% | +194.5% | -126.6% | +53.4% |
| 1Y | +66.5% | +248.1% | -181.5% | +49.9% |
| 3Y | +588.0% | +86.1% | +501.9% | +508.7% |
| All | +588.0% | +85.3% | +502.7% | +508.7% |
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