-79.4%
SNAP vs IOVA
+1.5%
-80.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.5% |
| 7D | -7.3% | +1.9% | -9.2% | -7.6% |
| 30D | -18.9% | -44.1% | +25.2% | -11.2% |
| 3M | -5.3% | +28.9% | -34.1% | -12.4% |
| 6M | -16.9% | +125.7% | -142.6% | -33.3% |
| YTD | -37.4% | +199.3% | -236.7% | -53.9% |
| 1Y | -38.5% | +255.2% | -293.7% | -56.4% |
| 3Y | -55.1% | +106.8% | -161.9% | -70.6% |
| 5Y | -90.8% | -67.1% | -23.7% | -92.1% |
| All | -79.4% | +1.5% | -80.9% | -87.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling