+39.9%
IJR vs SNAP
-92.8%
+132.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.8% |
| 7D | -1.1% | -5.0% | +3.9% | -0.6% |
| 30D | -3.6% | -0.7% | -2.9% | -3.7% |
| 3M | +2.3% | -5.0% | +7.3% | +2.3% |
| 6M | +14.3% | +3.5% | +10.8% | +12.7% |
| YTD | +19.3% | -34.2% | +53.5% | +23.3% |
| 1Y | +22.6% | -27.1% | +49.7% | +24.9% |
| 3Y | +53.5% | -43.5% | +97.0% | +54.7% |
| 5Y | +39.9% | -92.9% | +132.8% | +56.6% |
| All | +39.9% | -92.8% | +132.8% | +56.6% |
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