+42.6%
IOVA vs SNY
-9.6%
+52.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.5% | +5.6% |
| 7D | -2.2% | -3.3% | +1.2% | +0.4% |
| 30D | +27.6% | -2.2% | +29.7% | +29.5% |
| 3M | +117.2% | -3.0% | +120.2% | +120.9% |
| 6M | +77.7% | +2.7% | +74.9% | +73.8% |
| YTD | +215.0% | -6.8% | +221.9% | +230.1% |
| 1Y | +255.4% | -5.3% | +260.6% | +267.5% |
| 3Y | +42.6% | -9.8% | +52.4% | +40.6% |
| All | +42.6% | -9.6% | +52.2% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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