-32.8%
STZ vs IOVA
-64.9%
+32.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | -1.9% | +9.7% | -11.7% | -2.3% |
| 30D | -1.9% | +102.5% | -104.4% | -5.4% |
| 3M | -6.2% | +100.7% | -106.9% | -9.8% |
| 6M | -14.0% | +106.3% | -120.3% | -17.8% |
| YTD | -5.1% | +222.0% | -227.1% | -11.7% |
| 1Y | -9.6% | +299.5% | -309.1% | -17.2% |
| 3Y | -47.2% | +42.9% | -90.2% | -51.5% |
| All | -32.8% | -64.9% | +32.1% | -35.9% |
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