+503.6%
IBKR vs SNAP
-92.5%
+596.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.7% | +1.8% |
| 7D | -1.3% | +3.8% | -5.2% | -1.9% |
| 30D | -0.2% | +9.2% | -9.5% | -1.5% |
| 3M | +3.0% | +6.6% | -3.6% | +1.4% |
| 6M | +33.9% | +16.9% | +17.0% | +29.6% |
| YTD | +42.5% | -29.6% | +72.1% | +47.0% |
| 1Y | +44.9% | -22.1% | +66.9% | +47.4% |
| 3Y | +293.0% | -39.8% | +332.8% | +293.5% |
| All | +503.6% | -92.5% | +596.1% | +574.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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