+434.4%
SITM vs IOVA
+41.0%
+393.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.0% |
| 7D | +3.7% | -2.2% | +5.9% | +4.1% |
| 30D | -14.5% | +31.7% | -46.2% | -19.1% |
| 3M | -10.6% | +117.3% | -127.8% | -23.0% |
| 6M | +65.5% | +55.8% | +9.7% | +48.2% |
| YTD | +67.0% | +208.8% | -141.8% | +30.0% |
| 1Y | +138.6% | +255.7% | -117.1% | +78.3% |
| All | +434.4% | +41.0% | +393.4% | +305.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling