-79.6%
SNAP vs IOVA
+0.4%
-79.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | -10.6% | -8.5% | -2.1% | -9.0% |
| 30D | -19.7% | -44.7% | +25.0% | -11.9% |
| 3M | -6.5% | +26.2% | -32.8% | -13.3% |
| 6M | -17.8% | +123.2% | -141.0% | -33.9% |
| YTD | -38.0% | +196.0% | -234.0% | -54.2% |
| 1Y | -42.5% | +240.9% | -283.4% | -58.9% |
| 3Y | -55.8% | +103.5% | -159.4% | -71.0% |
| 5Y | -90.5% | -65.5% | -25.1% | -92.0% |
| All | -79.6% | +0.4% | -79.9% | -87.4% |
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 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