+1,723.7%
SNPS vs IOVA
-92.3%
+1,816.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.5% |
| 7D | -0.2% | -7.0% | +6.8% | 0.0% |
| 30D | -8.0% | -44.4% | +36.4% | -7.0% |
| 3M | +12.5% | +24.7% | -12.2% | +11.4% |
| 6M | -10.5% | +118.6% | -129.1% | -12.8% |
| YTD | -1.6% | +196.3% | -198.0% | -5.2% |
| 1Y | +16.8% | +205.3% | -188.5% | +12.4% |
| 3Y | -10.9% | +103.8% | -114.7% | -15.0% |
| 5Y | +35.8% | -65.6% | +101.3% | +32.1% |
| 10Y | +675.0% | +6.4% | +668.5% | +642.3% |
| All | +1,723.7% | -92.3% | +1,816.0% | +1,570.2% |
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