+84.4%
SNOW vs IOVA
+103.0%
-18.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.7% |
| 7D | +0.2% | -8.5% | +8.7% | +0.9% |
| 30D | -19.8% | -44.7% | +24.9% | -16.8% |
| 3M | -11.6% | +26.2% | -37.9% | -13.7% |
| 6M | +94.0% | +123.2% | -29.2% | +79.6% |
| YTD | +34.8% | +196.0% | -161.1% | +19.7% |
| 1Y | +10.1% | +240.9% | -230.8% | -3.8% |
| 3Y | +84.4% | +103.5% | -19.1% | +53.0% |
| All | +84.4% | +103.0% | -18.6% | +53.0% |
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 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