+102.2%
SNOW vs IOVA
+50.0%
+52.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | +4.9% | +5.1% | -0.2% | +4.5% |
| 30D | +1.5% | +37.2% | -35.7% | -1.0% |
| 3M | +39.5% | +117.5% | -78.0% | +30.3% |
| 6M | +85.9% | +69.6% | +16.3% | +75.9% |
| YTD | +52.9% | +218.7% | -165.7% | +35.3% |
| 1Y | +48.1% | +265.5% | -217.4% | +28.3% |
| 3Y | +102.2% | +46.2% | +56.0% | +70.5% |
| All | +102.2% | +50.0% | +52.2% | +70.5% |
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