-14.6%
SNPS vs IVZ
+140.4%
-155.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.5% |
| 7D | -5.5% | +1.1% | -6.6% | -6.0% |
| 30D | -5.8% | +3.1% | -8.9% | -6.9% |
| 3M | -17.2% | +18.2% | -35.4% | -23.2% |
| 6M | -10.4% | +38.6% | -49.0% | -22.9% |
| YTD | -16.5% | +25.9% | -42.4% | -25.3% |
| 1Y | -35.6% | +51.7% | -87.3% | -46.6% |
| 3Y | -14.6% | +138.7% | -153.3% | -41.4% |
| All | -14.6% | +140.4% | -155.0% | -41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling