-5.4%
STM vs IOVA
-66.8%
+61.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.7% | +6.1% | +1.0% |
| 7D | +16.3% | -1.4% | +17.7% | +16.5% |
| 30D | -6.3% | -47.4% | +41.1% | -0.9% |
| 3M | -14.1% | +13.2% | -27.3% | -17.3% |
| 6M | -19.6% | +114.3% | -133.9% | -29.3% |
| YTD | +80.1% | +179.5% | -99.4% | +50.9% |
| 1Y | +95.4% | +200.4% | -105.0% | +61.5% |
| 3Y | +14.7% | +92.2% | -77.5% | -11.1% |
| 5Y | -5.4% | -63.8% | +58.4% | -16.3% |
| All | -5.4% | -66.8% | +61.4% | -16.3% |
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