-34.6%
SNPS vs IVZ
+56.4%
-91.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -6.0% |
| 7D | -11.0% | +0.6% | -11.7% | -11.3% |
| 30D | -1.7% | +4.0% | -5.7% | -3.6% |
| 3M | -20.4% | +18.2% | -38.5% | -27.1% |
| 6M | -8.6% | +32.8% | -41.4% | -22.8% |
| YTD | -16.2% | +28.7% | -44.9% | -29.1% |
| 1Y | -34.6% | +55.4% | -90.0% | -61.2% |
| All | -34.6% | +56.4% | -91.0% | -61.2% |
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 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