-29.4%
STZ vs IOVA
-67.9%
+38.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -1.9% |
| 7D | +4.9% | -5.2% | +10.1% | +5.0% |
| 30D | +20.9% | -37.8% | +58.6% | +22.4% |
| 3M | +8.0% | +29.5% | -21.5% | +5.5% |
| 6M | -5.3% | +96.6% | -101.9% | -9.9% |
| YTD | +5.9% | +194.5% | -188.6% | -1.9% |
| 1Y | +14.2% | +248.1% | -233.8% | +4.7% |
| 3Y | -37.0% | +86.1% | -123.1% | -43.0% |
| All | -29.4% | -67.9% | +38.5% | -33.7% |
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 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