-28.4%
STZ vs IOVA
-67.8%
+39.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -11.0% | +10.4% | -0.2% |
| 7D | +11.8% | -19.0% | +30.8% | +12.6% |
| 30D | +26.0% | -40.3% | +66.2% | +27.8% |
| 3M | +11.5% | +78.3% | -66.8% | +7.1% |
| 6M | -2.0% | +94.5% | -96.4% | -6.7% |
| YTD | +7.9% | +183.5% | -175.7% | 0.0% |
| 1Y | +13.9% | +327.6% | -313.7% | +3.0% |
| 3Y | -35.8% | +83.8% | -119.7% | -41.9% |
| 5Y | -28.4% | -69.0% | +40.6% | -33.6% |
| All | -28.4% | -67.8% | +39.3% | -33.6% |
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