+476.2%
STX vs IOVA
-63.3%
+539.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -3.2% |
| 7D | +14.6% | -3.5% | +18.1% | +14.9% |
| 30D | -26.0% | -45.4% | +19.4% | -23.1% |
| 3M | -42.6% | +19.0% | -61.6% | -43.9% |
| 6M | -35.3% | +112.0% | -147.3% | -40.0% |
| YTD | +92.5% | +184.2% | -91.8% | +72.7% |
| 1Y | +102.4% | +222.0% | -119.6% | +79.3% |
| 3Y | +673.8% | +92.6% | +581.3% | +556.5% |
| All | +476.2% | -63.3% | +539.4% | +426.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling