+32.8%
SNOW vs IOVA
-75.6%
+108.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -5.6% |
| 7D | +2.8% | +9.7% | -6.9% | +1.5% |
| 30D | +6.4% | +102.5% | -96.1% | -4.9% |
| 3M | +38.1% | +100.7% | -62.6% | +22.3% |
| 6M | +100.4% | +106.3% | -5.9% | +73.3% |
| YTD | +53.7% | +222.0% | -168.3% | +22.4% |
| 1Y | +52.0% | +299.5% | -247.6% | +14.8% |
| 3Y | +114.7% | +42.9% | +71.7% | +60.8% |
| 5Y | +8.8% | -65.0% | +73.7% | -2.2% |
| All | +32.8% | -75.6% | +108.4% | +36.7% |
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