-34.9%
SNPS vs IVZ
+50.2%
-85.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.7% |
| 7D | -5.5% | +1.2% | -6.6% | -6.1% |
| 30D | -4.5% | +1.8% | -6.3% | -5.3% |
| 3M | -15.5% | +15.7% | -31.2% | -21.9% |
| 6M | -10.1% | +36.3% | -46.4% | -25.6% |
| YTD | -16.3% | +24.9% | -41.2% | -28.1% |
| 1Y | -34.9% | +48.9% | -83.9% | -58.7% |
| All | -34.9% | +50.2% | -85.1% | -58.7% |
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