+922.8%
IBKR vs SNAP
-77.9%
+1,000.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | -0.5% |
| 7D | +1.3% | -5.0% | +6.3% | +1.9% |
| 30D | -0.3% | -0.7% | +0.4% | -0.4% |
| 3M | +4.7% | -5.0% | +9.7% | +4.7% |
| 6M | +34.0% | +3.5% | +30.5% | +32.2% |
| YTD | +40.8% | -34.2% | +75.0% | +46.1% |
| 1Y | +45.7% | -27.1% | +72.8% | +49.3% |
| 3Y | +288.4% | -43.5% | +331.8% | +292.8% |
| 5Y | +487.2% | -92.9% | +580.0% | +573.5% |
| All | +922.8% | -77.9% | +1,000.7% | +824.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling