+1,677.7%
SNPS vs IOVA
-92.3%
+1,770.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.9% | -1.6% | +2.2% |
| 7D | -3.7% | -5.2% | +1.5% | -3.6% |
| 30D | -10.4% | -37.8% | +27.4% | -9.6% |
| 3M | +11.0% | +29.5% | -18.5% | +9.8% |
| 6M | -10.7% | +96.6% | -107.3% | -12.9% |
| YTD | -4.1% | +194.5% | -198.6% | -7.6% |
| 1Y | +13.7% | +248.1% | -234.3% | +9.1% |
| 3Y | -8.1% | +86.1% | -94.2% | -12.1% |
| 5Y | +32.2% | -67.8% | +100.0% | +28.8% |
| 10Y | +681.4% | +38.6% | +642.7% | +647.5% |
| All | +1,677.7% | -92.3% | +1,770.0% | +1,528.3% |
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