+183.1%
STT vs IOVA
+99.0%
+84.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.2% |
| 7D | +4.8% | -3.5% | +8.2% | +4.9% |
| 30D | +3.9% | -45.4% | +49.3% | +6.2% |
| 3M | -8.2% | +19.0% | -27.2% | -10.0% |
| 6M | +15.6% | +112.0% | -96.4% | +8.7% |
| YTD | +37.6% | +184.2% | -146.6% | +25.7% |
| 1Y | +50.1% | +222.0% | -171.9% | +35.7% |
| 3Y | +183.1% | +92.6% | +90.5% | +137.5% |
| All | +183.1% | +99.0% | +84.1% | +137.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling