+46.0%
SNOW vs IVZ
+48.1%
-2.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -7.5% | -2.4% | -5.1% | -6.6% |
| 30D | -1.3% | +2.5% | -3.8% | -2.1% |
| 3M | +37.4% | +17.1% | +20.4% | +28.6% |
| 6M | +88.1% | +35.1% | +52.9% | +64.3% |
| YTD | +50.3% | +24.3% | +26.0% | +37.4% |
| 1Y | +46.0% | +48.7% | -2.7% | +24.9% |
| All | +46.0% | +48.1% | -2.1% | +24.9% |
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 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