+83.4%
SNOW vs IVZ
+152.3%
-68.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -4.9% | -3.7% |
| 7D | +5.5% | +7.6% | -2.1% | +1.9% |
| 30D | -13.2% | +4.3% | -17.5% | -14.8% |
| 3M | -13.7% | -9.3% | -4.4% | -9.8% |
| 6M | +91.0% | +5.2% | +85.7% | +85.4% |
| YTD | +32.7% | +13.4% | +19.2% | +23.7% |
| 1Y | +13.3% | +25.4% | -12.1% | +0.3% |
| 3Y | +83.4% | +152.5% | -69.1% | +18.4% |
| All | +83.4% | +152.3% | -68.9% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling