+21.0%
STM vs IOVA
-64.9%
+85.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.8% | +1.8% |
| 7D | +5.8% | +9.7% | -3.9% | +4.7% |
| 30D | -1.0% | +102.5% | -103.5% | -9.5% |
| 3M | -33.3% | +100.7% | -133.9% | -39.3% |
| 6M | +57.4% | +106.3% | -49.0% | +41.0% |
| YTD | +102.2% | +222.0% | -119.8% | +70.5% |
| 1Y | +99.6% | +299.5% | -199.9% | +61.8% |
| 3Y | +14.5% | +42.9% | -28.4% | -5.9% |
| All | +21.0% | -64.9% | +85.9% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling