+574.2%
SNPS vs IVZ
+60.3%
+513.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | -5.5% | +1.2% | -6.6% | -5.9% |
| 30D | -4.5% | +1.8% | -6.3% | -5.0% |
| 3M | -15.5% | +15.7% | -31.2% | -19.9% |
| 6M | -10.1% | +36.3% | -46.4% | -19.6% |
| YTD | -16.3% | +24.9% | -41.2% | -23.0% |
| 1Y | -34.9% | +48.9% | -83.9% | -43.5% |
| 3Y | -14.4% | +136.8% | -151.2% | -37.6% |
| 5Y | +17.9% | +60.0% | -42.1% | -5.7% |
| 10Y | +574.2% | +63.4% | +510.9% | +394.3% |
| All | +574.2% | +60.3% | +513.9% | +394.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling