-92.6%
IOVA vs SNY
+130.2%
-222.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | -6.4% | -3.6% | -2.8% | -4.6% |
| 30D | +25.4% | -1.9% | +27.4% | +26.7% |
| 3M | +115.3% | -2.0% | +117.3% | +117.0% |
| 6M | +56.5% | +2.5% | +54.0% | +54.6% |
| YTD | +198.2% | -7.0% | +205.1% | +209.2% |
| 1Y | +242.0% | -4.4% | +246.4% | +249.8% |
| 3Y | +36.8% | -8.4% | +45.2% | +42.5% |
| 5Y | -64.3% | +9.5% | -73.8% | -66.3% |
| 10Y | +2.6% | +64.3% | -61.7% | -17.4% |
| All | -92.6% | +130.2% | -222.8% | -93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling