-9.7%
STZ vs IOVA
+9.5%
-19.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | -1.9% | +9.7% | -11.7% | -2.5% |
| 30D | -1.9% | +102.5% | -104.4% | -6.9% |
| 3M | -6.2% | +100.7% | -106.9% | -11.4% |
| 6M | -14.0% | +106.3% | -120.3% | -19.5% |
| YTD | -5.1% | +222.0% | -227.1% | -14.5% |
| 1Y | -9.6% | +299.5% | -309.1% | -20.3% |
| 3Y | -47.2% | +42.9% | -90.2% | -53.4% |
| 5Y | -33.6% | -65.0% | +31.4% | -37.8% |
| All | -9.7% | +9.5% | -19.1% | -19.1% |
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 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