-10.2%
IGV vs SNAP
-39.9%
+29.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -2.3% | -10.6% | +8.3% | +0.6% |
| 30D | -11.0% | -19.7% | +8.8% | -5.7% |
| 3M | -4.5% | -6.5% | +2.1% | -3.6% |
| 6M | +10.1% | -17.8% | +27.9% | +13.9% |
| YTD | -5.1% | -38.0% | +33.0% | +8.2% |
| 1Y | -10.2% | -42.5% | +32.2% | +5.1% |
| All | -10.2% | -39.9% | +29.7% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling