+422.5%
STM vs IOVA
+28.7%
+393.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.6% | +5.1% | +6.6% |
| 7D | -5.6% | +1.9% | -7.4% | -5.7% |
| 30D | -14.4% | -44.1% | +29.7% | -9.2% |
| 3M | -20.5% | +28.9% | -49.3% | -25.1% |
| 6M | -24.5% | +125.7% | -150.2% | -35.3% |
| YTD | +72.7% | +199.3% | -126.6% | +39.7% |
| 1Y | +91.0% | +255.2% | -164.2% | +50.0% |
| 3Y | +13.5% | +106.8% | -93.3% | -15.7% |
| 5Y | -9.2% | -67.1% | +57.9% | -20.2% |
| 10Y | +422.5% | +16.7% | +405.8% | +274.5% |
| All | +422.5% | +28.7% | +393.9% | +274.5% |
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 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