-79.6%
SNAP vs IVZ
+36.8%
-116.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -10.6% | +2.2% | -12.7% | -11.2% |
| 30D | -19.7% | -2.2% | -17.6% | -18.5% |
| 3M | -6.5% | -8.4% | +1.9% | -2.2% |
| 6M | -17.8% | +6.2% | -23.9% | -20.4% |
| YTD | -38.0% | +12.4% | -50.4% | -41.9% |
| 1Y | -42.5% | +26.0% | -68.5% | -49.1% |
| 3Y | -55.8% | +147.9% | -203.7% | -72.0% |
| 5Y | -90.5% | +38.8% | -129.3% | -92.4% |
| All | -79.6% | +36.8% | -116.4% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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