+510.0%
STT vs IOVA
-92.3%
+602.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.7% | +0.1% |
| 7D | -2.5% | -5.2% | +2.7% | -2.4% |
| 30D | -5.0% | -37.8% | +32.8% | -4.2% |
| 3M | -10.5% | +29.5% | -39.9% | -11.4% |
| 6M | +10.0% | +96.6% | -86.6% | +7.4% |
| YTD | +30.7% | +194.5% | -163.8% | +26.0% |
| 1Y | +43.8% | +248.1% | -204.3% | +37.9% |
| 3Y | +168.1% | +86.1% | +82.0% | +156.0% |
| 5Y | +101.4% | -67.8% | +169.2% | +96.0% |
| 10Y | +211.3% | +38.6% | +172.7% | +194.3% |
| All | +510.0% | -92.3% | +602.3% | +443.6% |
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