+52.0%
SNOW vs IOVA
+299.5%
-247.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -5.4% |
| 7D | +2.8% | +9.7% | -6.9% | +2.6% |
| 30D | +6.4% | +102.5% | -96.1% | +3.8% |
| 3M | +38.1% | +100.7% | -62.6% | +34.6% |
| 6M | +100.4% | +106.3% | -5.9% | +94.5% |
| YTD | +53.7% | +222.0% | -168.3% | +39.5% |
| 1Y | +52.0% | +299.5% | -247.6% | +36.0% |
| All | +52.0% | +299.5% | -247.6% | +36.0% |
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