+142.8%
IVV vs SNOW
+18.8%
+124.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.5% | -3.2% | +1.7% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | -3.3% | -21.1% | +17.8% | -0.6% |
| 3M | -2.4% | -11.9% | +9.5% | -1.3% |
| 6M | +2.6% | +91.0% | -88.4% | -6.9% |
| YTD | +11.3% | +32.7% | -21.4% | +5.1% |
| 1Y | +13.4% | +10.8% | +2.7% | +9.7% |
| 3Y | +80.3% | +86.2% | -5.9% | +57.3% |
| 5Y | +72.7% | -22.7% | +95.4% | +55.4% |
| All | +142.8% | +18.8% | +124.0% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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