+147.8%
IVV vs SNOW
+37.6%
+110.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | +0.3% |
| 7D | +0.1% | +2.8% | -2.7% | -0.4% |
| 30D | +0.1% | +6.4% | -6.3% | -0.9% |
| 3M | +2.0% | +38.1% | -36.1% | -2.4% |
| 6M | +13.0% | +100.4% | -87.3% | +1.7% |
| YTD | +13.6% | +53.7% | -40.1% | +5.6% |
| 1Y | +20.1% | +52.0% | -31.9% | +11.4% |
| 3Y | +77.6% | +114.7% | -37.0% | +52.3% |
| 5Y | +82.5% | +8.8% | +73.7% | +59.4% |
| All | +147.8% | +37.6% | +110.2% | +109.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling