+99.4%
STT vs IOVA
-67.9%
+167.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.7% | 0.0% |
| 7D | -2.5% | -5.2% | +2.7% | -2.2% |
| 30D | -5.0% | -37.8% | +32.8% | -3.1% |
| 3M | -10.5% | +29.5% | -39.9% | -13.0% |
| 6M | +10.0% | +96.6% | -86.6% | +3.2% |
| YTD | +30.7% | +194.5% | -163.8% | +18.1% |
| 1Y | +43.8% | +248.1% | -204.3% | +28.1% |
| 3Y | +168.1% | +86.1% | +82.0% | +132.3% |
| All | +99.4% | -67.9% | +167.3% | +80.8% |
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