+13.8%
STZ vs IOVA
+232.2%
-218.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -1.8% |
| 7D | +4.9% | -5.2% | +10.1% | +4.9% |
| 30D | +20.9% | -37.8% | +58.6% | +20.8% |
| 3M | +8.0% | +29.5% | -21.5% | +6.6% |
| 6M | -5.3% | +96.6% | -101.9% | -7.3% |
| YTD | +5.9% | +194.5% | -188.6% | +4.9% |
| All | +13.8% | +232.2% | -218.5% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling