+31.7%
SNPS vs IVZ
+36.0%
-4.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.7% |
| 7D | +1.1% | +7.6% | -6.6% | -2.4% |
| 30D | -5.2% | +4.3% | -9.5% | -7.2% |
| 3M | +10.6% | -9.3% | +19.9% | +15.5% |
| 6M | -10.6% | +5.2% | -15.9% | -13.5% |
| YTD | -3.1% | +13.4% | -16.5% | -9.9% |
| 1Y | +15.6% | +25.4% | -9.8% | +2.4% |
| 3Y | -12.9% | +152.5% | -165.4% | -46.4% |
| All | +31.7% | +36.0% | -4.3% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling