-42.5%
SNAP vs IOVA
+233.9%
-276.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | -10.6% | -8.5% | -2.1% | -9.5% |
| 30D | -19.7% | -44.7% | +25.0% | -15.0% |
| 3M | -6.5% | +26.2% | -32.8% | -9.7% |
| 6M | -17.8% | +123.2% | -141.0% | -27.4% |
| YTD | -38.0% | +196.0% | -234.0% | -49.1% |
| 1Y | -42.5% | +240.9% | -283.4% | -54.3% |
| All | -42.5% | +233.9% | -276.3% | -54.3% |
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 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