+694.2%
STM vs IOVA
-92.3%
+786.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.9% | +0.6% | +4.3% |
| 7D | -10.7% | -5.2% | -5.6% | -10.6% |
| 30D | -25.7% | -37.8% | +12.0% | -24.8% |
| 3M | -21.6% | +29.5% | -51.0% | -22.7% |
| 6M | -27.8% | +96.6% | -124.4% | -30.1% |
| YTD | +61.8% | +194.5% | -132.8% | +53.9% |
| 1Y | +78.1% | +248.1% | -170.0% | +68.3% |
| 3Y | +4.9% | +86.1% | -81.2% | -1.1% |
| 5Y | -14.3% | -67.8% | +53.6% | -17.0% |
| 10Y | +414.1% | +38.6% | +375.4% | +384.6% |
| All | +694.2% | -92.3% | +786.5% | +614.0% |
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