+22.0%
IGV vs SNAP
-92.9%
+114.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | -3.3% | +1.5% | -4.8% | -3.6% |
| 30D | 0.0% | +1.9% | -1.9% | -0.7% |
| 3M | +7.3% | -3.9% | +11.2% | +7.3% |
| 6M | +16.7% | +5.2% | +11.5% | +14.0% |
| YTD | -2.8% | -32.7% | +29.9% | +2.5% |
| 1Y | -6.7% | -24.8% | +18.1% | -3.9% |
| 3Y | +41.1% | -42.2% | +83.3% | +40.9% |
| 5Y | +22.0% | -92.7% | +114.7% | +53.8% |
| All | +22.0% | -92.9% | +114.9% | +53.8% |
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