+9.5%
SNOW vs IVZ
+30.5%
-21.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.2% | -5.7% | -3.2% |
| 7D | -14.5% | +2.6% | -17.2% | -15.4% |
| 30D | -14.3% | -3.5% | -10.8% | -13.1% |
| 3M | -8.3% | -7.4% | -0.9% | -5.5% |
| 6M | +101.5% | +14.7% | +86.8% | +89.4% |
| YTD | +32.5% | +14.6% | +17.9% | +26.5% |
| 1Y | +9.5% | +30.7% | -21.2% | +3.5% |
| All | +9.5% | +30.5% | -21.0% | +3.5% |
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