+2,493.2%
SNPS vs IVZ
+1,117.8%
+1,375.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.7% |
| 7D | -11.0% | +0.6% | -11.7% | -11.2% |
| 30D | -1.7% | +4.0% | -5.7% | -2.9% |
| 3M | -20.4% | +18.2% | -38.5% | -24.4% |
| 6M | -8.6% | +32.8% | -41.4% | -16.4% |
| YTD | -16.2% | +28.7% | -44.9% | -22.6% |
| 1Y | -34.6% | +55.4% | -90.0% | -42.8% |
| 3Y | -14.5% | +135.2% | -149.7% | -35.0% |
| 5Y | +17.0% | +64.2% | -47.2% | -3.1% |
| 10Y | +560.0% | +64.6% | +495.4% | +397.7% |
| All | +2,493.2% | +1,117.8% | +1,375.4% | +988.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling