+673.5%
SNPS vs IVZ
+40.3%
+633.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +5.1% | +5.1% | -0.1% | +3.3% |
| 30D | -6.4% | -1.6% | -4.9% | -6.0% |
| 3M | +12.2% | -9.1% | +21.3% | +15.9% |
| 6M | -9.8% | +1.8% | -11.6% | -10.9% |
| YTD | -1.5% | +10.8% | -12.3% | -5.7% |
| 1Y | +16.0% | +19.1% | -3.1% | +8.3% |
| 3Y | -10.8% | +144.4% | -155.2% | -35.5% |
| 5Y | +33.3% | +33.6% | -0.2% | +13.1% |
| All | +673.5% | +40.3% | +633.1% | +488.5% |
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