+703.9%
STZ vs IOVA
-91.6%
+795.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.7% |
| 7D | -1.9% | +9.7% | -11.7% | -2.1% |
| 30D | -1.9% | +102.5% | -104.4% | -3.2% |
| 3M | -6.2% | +100.7% | -106.9% | -7.6% |
| 6M | -14.0% | +106.3% | -120.3% | -15.5% |
| YTD | -5.1% | +222.0% | -227.1% | -7.6% |
| 1Y | -9.6% | +299.5% | -309.1% | -12.4% |
| 3Y | -47.2% | +42.9% | -90.2% | -48.7% |
| 5Y | -33.6% | -65.0% | +31.4% | -34.9% |
| 10Y | -9.8% | +10.3% | -20.1% | -12.8% |
| All | +703.9% | -91.6% | +795.5% | +623.0% |
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