+145.3%
SITM vs IOVA
+244.9%
-99.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.4% | +5.5% | +2.7% |
| 7D | +4.8% | -6.4% | +11.3% | +6.1% |
| 30D | -9.7% | +25.4% | -35.1% | -14.4% |
| 3M | -9.3% | +115.3% | -124.7% | -22.1% |
| 6M | +69.5% | +56.5% | +13.0% | +50.8% |
| YTD | +70.5% | +198.2% | -127.6% | +29.7% |
| 1Y | +145.3% | +242.0% | -96.8% | +56.5% |
| All | +145.3% | +244.9% | -99.7% | +56.5% |
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 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