+75.4%
IVV vs SNOW
+83.9%
-8.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.0% | +0.1% |
| 7D | -2.7% | -9.9% | +7.2% | -1.6% |
| 30D | -5.4% | -17.1% | +11.7% | -3.6% |
| 3M | -4.1% | -13.2% | +9.2% | -2.9% |
| 6M | +0.7% | +97.4% | -96.7% | -8.1% |
| YTD | +8.7% | +25.8% | -17.0% | +4.8% |
| 1Y | +11.0% | +4.2% | +6.8% | +9.7% |
| 3Y | +75.4% | +91.3% | -15.9% | +53.4% |
| All | +75.4% | +83.9% | -8.5% | +53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling