+315.6%
SITM vs IOVA
+99.0%
+216.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.7% | -7.2% | -5.8% |
| 7D | +6.6% | -3.5% | +10.1% | +7.3% |
| 30D | -15.3% | -45.4% | +30.1% | -7.3% |
| 3M | -35.4% | +19.0% | -54.4% | -39.6% |
| 6M | -46.8% | +112.0% | -158.8% | -55.6% |
| YTD | +25.9% | +184.2% | -158.4% | -4.1% |
| 1Y | +54.0% | +222.0% | -168.0% | +13.9% |
| 3Y | +315.6% | +92.6% | +223.0% | +192.1% |
| All | +315.6% | +99.0% | +216.6% | +192.1% |
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