+260.0%
IVV vs SNAP
-78.8%
+338.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -14.0% | +9.6% | -3.0% |
| 7D | -4.8% | -10.4% | +5.6% | -3.8% |
| 30D | -5.9% | -11.9% | +6.0% | -4.9% |
| 3M | -4.5% | -4.5% | 0.0% | -4.5% |
| 6M | +1.8% | -16.7% | +18.5% | +2.9% |
| YTD | +8.4% | -36.9% | +45.3% | +11.8% |
| 1Y | +9.4% | -30.3% | +39.7% | +11.6% |
| 3Y | +75.3% | -52.5% | +127.8% | +78.5% |
| 5Y | +67.8% | -90.4% | +158.2% | +84.9% |
| All | +260.0% | -78.8% | +338.8% | +223.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling