+28.4%
SNPS vs IOVA
-69.1%
+97.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -11.0% | +6.1% | -4.1% |
| 7D | -10.2% | -19.0% | +8.9% | -8.8% |
| 30D | -12.8% | -40.3% | +27.4% | -10.3% |
| 3M | +9.9% | +78.3% | -68.5% | +2.4% |
| 6M | -12.4% | +94.5% | -106.9% | -19.6% |
| YTD | -6.3% | +183.5% | -189.8% | -17.6% |
| 1Y | +7.6% | +327.6% | -320.0% | -9.3% |
| 3Y | -9.8% | +83.8% | -93.6% | -24.5% |
| All | +28.4% | -69.1% | +97.5% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling