+44.4%
SITM vs IOVA
+362.8%
-318.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.5% | -7.9% | -9.1% |
| 7D | -19.5% | -41.3% | +21.7% | -13.8% |
| 30D | -43.2% | -38.5% | -4.7% | -39.6% |
| 3M | -30.8% | +99.5% | -130.4% | -41.9% |
| 6M | -28.6% | +126.0% | -154.6% | -41.3% |
| YTD | +14.2% | +218.7% | -204.5% | -15.6% |
| 1Y | +44.4% | +378.0% | -333.6% | -13.6% |
| All | +44.4% | +362.8% | -318.4% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling