-90.5%
SNAP vs IOVA
-63.3%
-27.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.5% |
| 7D | +6.0% | -3.5% | +9.5% | +6.7% |
| 30D | -13.8% | -45.4% | +31.6% | -5.5% |
| 3M | -0.8% | +19.0% | -19.8% | -6.6% |
| 6M | -6.2% | +112.0% | -118.3% | -23.2% |
| YTD | -34.8% | +184.2% | -219.1% | -51.1% |
| 1Y | -38.7% | +222.0% | -260.7% | -55.3% |
| 3Y | -53.5% | +92.6% | -146.0% | -69.7% |
| All | -90.5% | -63.3% | -27.3% | -91.6% |
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