+3.6%
SNOW vs IVZ
+61.5%
-57.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.7% |
| 7D | +8.4% | +1.2% | +7.2% | +7.8% |
| 30D | -1.0% | +1.8% | -2.7% | -1.9% |
| 3M | +38.3% | +15.7% | +22.6% | +25.7% |
| 6M | +81.3% | +36.3% | +45.0% | +48.1% |
| YTD | +51.1% | +24.9% | +26.2% | +29.9% |
| 1Y | +47.0% | +48.9% | -2.0% | +12.0% |
| 3Y | +99.7% | +136.8% | -37.1% | +5.2% |
| 5Y | +3.6% | +60.0% | -56.4% | -31.1% |
| All | +3.6% | +61.5% | -57.9% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling