+819.7%
STZ vs IOVA
-91.7%
+911.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.5% | +6.8% | +5.4% |
| 7D | +13.0% | -41.3% | +54.2% | +13.8% |
| 30D | +29.4% | -38.5% | +67.9% | +30.2% |
| 3M | +11.6% | +99.5% | -88.0% | +9.7% |
| 6M | -0.2% | +126.0% | -126.2% | -2.3% |
| YTD | +8.6% | +218.7% | -210.1% | +5.4% |
| 1Y | +15.9% | +378.0% | -362.1% | +11.6% |
| 3Y | -35.4% | +106.7% | -142.1% | -37.8% |
| 5Y | -26.9% | -64.5% | +37.6% | -28.5% |
| 10Y | +7.8% | +50.0% | -42.2% | +3.7% |
| All | +819.7% | -91.7% | +911.5% | +724.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling