+207.3%
STT vs IOVA
+49.0%
+158.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | +0.1% |
| 7D | +0.5% | +9.7% | -9.3% | 0.0% |
| 30D | +3.9% | +102.5% | -98.7% | -0.4% |
| 3M | +20.0% | +100.7% | -80.7% | +14.6% |
| 6M | +55.3% | +106.3% | -51.0% | +47.3% |
| YTD | +53.3% | +222.0% | -168.6% | +40.8% |
| 1Y | +74.7% | +299.5% | -224.8% | +57.1% |
| All | +207.3% | +49.0% | +158.3% | +167.2% |
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