-91.0%
SNAP vs IVZ
+27.3%
-118.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -7.1% | -2.4% | -4.7% | -4.7% |
| 30D | -14.6% | -11.2% | -3.4% | -5.8% |
| 3M | -5.0% | -14.0% | +9.0% | +7.0% |
| 6M | -18.8% | +0.5% | -19.3% | -19.9% |
| YTD | -38.5% | +5.4% | -44.0% | -42.4% |
| 1Y | -38.1% | +19.5% | -57.5% | -47.8% |
| 3Y | -53.8% | +128.7% | -182.5% | -79.1% |
| All | -91.0% | +27.3% | -118.3% | -93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling