-20.7%
SNAP vs IOVA
+362.8%
-383.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.5% | +7.4% | +6.1% |
| 7D | -0.7% | -41.3% | +40.6% | +5.1% |
| 30D | +5.5% | -38.5% | +44.0% | +10.9% |
| 3M | +2.2% | +99.5% | -97.3% | -8.9% |
| 6M | -4.1% | +126.0% | -130.0% | -18.0% |
| YTD | -26.6% | +218.7% | -245.3% | -43.6% |
| 1Y | -20.7% | +378.0% | -398.8% | -46.4% |
| All | -20.7% | +362.8% | -383.5% | -46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling