+93.8%
SNOW vs IVZ
+132.2%
-38.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -7.5% | -2.4% | -5.1% | -6.5% |
| 30D | -1.3% | +2.5% | -3.8% | -2.3% |
| 3M | +37.4% | +17.1% | +20.4% | +27.2% |
| 6M | +88.1% | +35.1% | +52.9% | +61.9% |
| YTD | +50.3% | +24.3% | +26.0% | +34.5% |
| 1Y | +46.0% | +48.7% | -2.7% | +19.2% |
| All | +93.8% | +132.2% | -38.4% | +23.2% |
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