+261.2%
IVV vs SNAP
-79.3%
+340.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.6% |
| 7D | -2.7% | -7.1% | +4.4% | -2.0% |
| 30D | -5.4% | -14.6% | +9.3% | -4.0% |
| 3M | -4.1% | -5.0% | +0.9% | -3.9% |
| 6M | +0.7% | -18.8% | +19.6% | +2.0% |
| YTD | +8.7% | -38.5% | +47.3% | +12.5% |
| 1Y | +11.0% | -38.1% | +49.0% | +14.6% |
| 3Y | +75.4% | -53.8% | +129.2% | +79.1% |
| 5Y | +68.3% | -90.7% | +159.0% | +86.0% |
| All | +261.2% | -79.3% | +340.6% | +225.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling