+401.0%
SN vs IOVA
+44.8%
+356.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.1% | -1.1% |
| 7D | -9.3% | +9.7% | -19.1% | -10.1% |
| 30D | -4.8% | +102.5% | -107.3% | -12.0% |
| 3M | +40.4% | +100.7% | -60.3% | +28.9% |
| 6M | +50.9% | +106.3% | -55.4% | +36.8% |
| YTD | +54.9% | +222.0% | -167.0% | +32.4% |
| 1Y | +43.0% | +299.5% | -256.5% | +17.6% |
| All | +401.0% | +44.8% | +356.2% | +321.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling