+404.4%
SNXX vs IVZ
+11.6%
+392.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.5% | -7.5% | -7.1% |
| 7D | +16.8% | -2.4% | +19.2% | +22.2% |
| 30D | +65.3% | +2.5% | +62.8% | +59.0% |
| 3M | -34.8% | +17.1% | -51.8% | -44.1% |
| 6M | +255.1% | +35.1% | +220.0% | +162.0% |
| All | +404.4% | +11.6% | +392.8% | +260.7% |
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