-79.7%
SNAP vs IVZ
+28.3%
-108.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -7.1% | -2.4% | -4.7% | -5.5% |
| 30D | -14.6% | -11.2% | -3.4% | -8.9% |
| 3M | -5.0% | -14.0% | +9.0% | +2.8% |
| 6M | -18.8% | +0.5% | -19.3% | -19.1% |
| YTD | -38.5% | +5.4% | -44.0% | -40.4% |
| 1Y | -38.1% | +19.5% | -57.5% | -43.6% |
| 3Y | -53.8% | +128.7% | -182.5% | -69.5% |
| 5Y | -90.7% | +28.8% | -119.4% | -92.2% |
| All | -79.7% | +28.3% | -108.0% | -85.6% |
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