+52.0%
SNOW vs IVZ
+56.4%
-4.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.9% |
| 7D | +2.8% | +0.6% | +2.2% | +2.5% |
| 30D | +6.4% | +4.0% | +2.4% | +4.8% |
| 3M | +38.1% | +18.2% | +19.9% | +28.8% |
| 6M | +100.4% | +32.8% | +67.6% | +76.4% |
| YTD | +53.7% | +28.7% | +25.0% | +38.5% |
| 1Y | +52.0% | +55.4% | -3.4% | +24.1% |
| All | +52.0% | +56.4% | -4.5% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling