+17.6%
SNOW vs IOVA
-78.8%
+96.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.7% | +4.8% | -0.1% |
| 7D | +10.8% | -1.4% | +12.2% | +11.0% |
| 30D | -16.5% | -47.4% | +30.9% | -10.0% |
| 3M | -10.1% | +13.2% | -23.3% | -13.6% |
| 6M | +96.5% | +114.3% | -17.8% | +68.1% |
| YTD | +36.2% | +179.5% | -143.3% | +8.5% |
| 1Y | +10.7% | +200.4% | -189.7% | -13.2% |
| 3Y | +86.2% | +92.2% | -6.0% | +28.1% |
| 5Y | -22.7% | -63.8% | +41.1% | -32.3% |
| All | +17.6% | -78.8% | +96.5% | +21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling