+532.9%
STT vs IOVA
-92.2%
+625.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.6% | +3.2% |
| 7D | +0.9% | +1.9% | -0.9% | +0.9% |
| 30D | -2.3% | -44.1% | +41.8% | -1.3% |
| 3M | -7.0% | +28.9% | -35.8% | -8.0% |
| 6M | +15.5% | +125.7% | -110.2% | +12.4% |
| YTD | +35.6% | +199.3% | -163.7% | +30.6% |
| 1Y | +47.9% | +255.2% | -207.4% | +41.8% |
| 3Y | +181.1% | +106.8% | +74.2% | +167.8% |
| 5Y | +108.2% | -67.1% | +175.3% | +102.5% |
| 10Y | +201.0% | +16.7% | +184.3% | +184.9% |
| All | +532.9% | -92.2% | +625.1% | +463.9% |
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