+9.5%
SNOW vs IOVA
+362.8%
-353.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.4% |
| 7D | -14.5% | -41.3% | +26.7% | -12.9% |
| 30D | -14.3% | -38.5% | +24.2% | -12.8% |
| 3M | -8.3% | +99.5% | -107.8% | -9.1% |
| 6M | +101.5% | +126.0% | -24.5% | +97.1% |
| YTD | +32.5% | +218.7% | -186.2% | +21.3% |
| 1Y | +9.5% | +378.0% | -368.5% | -3.0% |
| All | +9.5% | +362.8% | -353.3% | -3.0% |
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 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