+29.6%
SNOW vs IVZ
+292.1%
-262.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.8% |
| 7D | -2.4% | -2.4% | 0.0% | -1.2% |
| 30D | -1.0% | +3.0% | -4.0% | -2.4% |
| 3M | +36.9% | +14.9% | +22.0% | +26.4% |
| 6M | +83.4% | +36.7% | +46.6% | +53.4% |
| YTD | +50.0% | +25.7% | +24.3% | +31.1% |
| 1Y | +46.5% | +47.7% | -1.2% | +16.4% |
| 3Y | +93.3% | +138.8% | -45.5% | +12.5% |
| 5Y | +3.3% | +62.1% | -58.8% | -29.3% |
| All | +29.6% | +292.1% | -262.5% | -23.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling