-91.0%
SNAP vs IOVA
-67.9%
-23.1%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.9% | -6.4% | -3.2% |
| 7D | -7.1% | -5.2% | -1.9% | -6.2% |
| 30D | -14.6% | -37.8% | +23.1% | -8.6% |
| 3M | -5.0% | +29.5% | -34.4% | -11.9% |
| 6M | -18.8% | +96.6% | -115.4% | -32.6% |
| YTD | -38.5% | +194.5% | -233.0% | -54.0% |
| 1Y | -38.1% | +248.1% | -286.1% | -55.5% |
| 3Y | -53.8% | +86.1% | -139.9% | -69.4% |
| All | -91.0% | -67.9% | -23.1% | -91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling