+4,532.8%
SITM vs IOVA
-64.2%
+4,597.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.4% | +5.5% | +2.8% |
| 7D | +4.8% | -6.4% | +11.3% | +6.3% |
| 30D | -9.7% | +25.4% | -35.1% | -14.6% |
| 3M | -9.3% | +115.3% | -124.7% | -24.1% |
| 6M | +69.5% | +56.5% | +13.0% | +48.4% |
| YTD | +70.5% | +198.2% | -127.6% | +27.0% |
| 1Y | +145.3% | +242.0% | -96.8% | +74.9% |
| 3Y | +432.8% | +36.8% | +396.0% | +281.8% |
| 5Y | +174.0% | -64.3% | +238.3% | +135.1% |
| All | +4,532.8% | -64.2% | +4,597.0% | +5,199.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling