+50.1%
IEFA vs SNAP
-92.7%
+142.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.9% | -1.2% |
| 7D | -2.4% | -3.2% | +0.7% | -2.2% |
| 30D | -2.1% | +0.2% | -2.3% | -2.2% |
| 3M | +5.5% | +2.6% | +2.9% | +4.9% |
| 6M | +8.1% | +12.4% | -4.3% | +6.4% |
| YTD | +11.9% | -31.6% | +43.5% | +14.1% |
| 1Y | +18.1% | -21.7% | +39.8% | +18.8% |
| 3Y | +65.5% | -41.2% | +106.7% | +64.9% |
| 5Y | +50.1% | -92.6% | +142.6% | +60.9% |
| All | +50.1% | -92.7% | +142.7% | +60.9% |
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