+42.8%
IGV vs SNAP
-55.0%
+97.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +2.3% |
| 7D | -0.4% | -7.3% | +6.9% | +0.9% |
| 30D | -9.9% | -18.9% | +9.0% | -6.6% |
| 3M | -1.2% | -5.3% | +4.1% | -0.8% |
| 6M | +11.3% | -16.9% | +28.3% | +13.7% |
| YTD | -4.0% | -37.4% | +33.4% | +1.6% |
| 1Y | -7.3% | -38.5% | +31.2% | -1.7% |
| 3Y | +42.8% | -55.1% | +97.8% | +39.3% |
| All | +42.8% | -55.0% | +97.8% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling