-77.7%
SNAP vs IVZ
+56.7%
-134.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.1% | -4.6% |
| 7D | +0.7% | +0.6% | +0.1% | +0.4% |
| 30D | +2.6% | +4.0% | -1.4% | +0.5% |
| 3M | -9.9% | +18.2% | -28.1% | -17.4% |
| 6M | +1.9% | +32.8% | -31.0% | -12.3% |
| YTD | -32.2% | +28.7% | -61.0% | -40.8% |
| 1Y | -22.8% | +55.4% | -78.2% | -38.5% |
| 3Y | -47.6% | +135.2% | -182.8% | -66.3% |
| 5Y | -92.7% | +64.2% | -156.9% | -94.6% |
| All | -77.7% | +56.7% | -134.3% | -85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling