+314.7%
IGV vs SNAP
-77.9%
+392.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.4% |
| 7D | -1.5% | -5.0% | +3.5% | -0.7% |
| 30D | -3.0% | -0.7% | -2.3% | -3.2% |
| 3M | +9.6% | -5.0% | +14.6% | +9.8% |
| 6M | +16.1% | +3.5% | +12.6% | +13.9% |
| YTD | -3.6% | -34.2% | +30.6% | +1.9% |
| 1Y | -7.8% | -27.1% | +19.2% | -4.7% |
| 3Y | +40.0% | -43.5% | +83.4% | +41.3% |
| 5Y | +21.2% | -92.9% | +114.1% | +52.2% |
| All | +314.7% | -77.9% | +392.6% | +274.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling