+463.1%
STM vs IOVA
+7.2%
+455.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +1.4% | -7.0% | +8.5% | +2.5% |
| 30D | -8.4% | -44.4% | +36.1% | -2.7% |
| 3M | -15.8% | +24.7% | -40.5% | -20.4% |
| 6M | -22.8% | +118.6% | -141.5% | -33.6% |
| YTD | +79.4% | +196.3% | -117.0% | +45.1% |
| 1Y | +97.0% | +205.3% | -108.3% | +57.9% |
| 3Y | +14.2% | +103.8% | -89.6% | -15.2% |
| 5Y | -4.5% | -65.6% | +61.1% | -16.7% |
| 10Y | +463.1% | +6.4% | +456.6% | +301.6% |
| All | +463.1% | +7.2% | +455.9% | +301.6% |
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