-47.7%
SNAP vs IOVA
+44.8%
-92.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -5.1% | -4.2% |
| 7D | +0.7% | +9.7% | -9.0% | -0.6% |
| 30D | +2.6% | +102.5% | -99.9% | -8.6% |
| 3M | -9.9% | +100.7% | -110.6% | -20.4% |
| 6M | +1.9% | +106.3% | -104.5% | -11.6% |
| YTD | -32.2% | +222.0% | -254.2% | -45.8% |
| 1Y | -22.8% | +299.5% | -322.4% | -41.1% |
| All | -47.7% | +44.8% | -92.5% | -61.0% |
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