+892.7%
STM vs IOVA
-91.6%
+984.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.8% | +1.8% |
| 7D | +5.8% | +9.7% | -3.9% | +5.5% |
| 30D | -1.0% | +102.5% | -103.5% | -3.5% |
| 3M | -33.3% | +100.7% | -133.9% | -35.1% |
| 6M | +57.4% | +106.3% | -49.0% | +52.5% |
| YTD | +102.2% | +222.0% | -119.8% | +92.8% |
| 1Y | +99.6% | +299.5% | -199.9% | +88.4% |
| 3Y | +14.5% | +42.9% | -28.4% | +9.0% |
| 5Y | +21.4% | -65.0% | +86.4% | +17.7% |
| 10Y | +695.0% | +10.3% | +684.7% | +652.9% |
| All | +892.7% | -91.6% | +984.3% | +794.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling