+134.0%
IJR vs SNAP
-76.3%
+210.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.2% |
| 7D | -2.2% | +3.8% | -6.0% | -2.6% |
| 30D | -4.6% | +9.2% | -13.8% | -5.7% |
| 3M | +0.2% | +6.6% | -6.3% | -1.0% |
| 6M | +14.7% | +16.9% | -2.2% | +11.6% |
| YTD | +18.9% | -29.6% | +48.5% | +21.8% |
| 1Y | +19.9% | -22.1% | +42.0% | +21.2% |
| 3Y | +53.0% | -39.8% | +92.9% | +53.1% |
| 5Y | +40.9% | -92.4% | +133.2% | +59.4% |
| All | +134.0% | -76.3% | +210.4% | +106.2% |
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