+139.2%
IJR vs SNAP
-77.2%
+216.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +0.8% |
| 7D | -0.2% | +0.7% | -0.9% | -0.3% |
| 30D | -2.4% | +2.6% | -5.0% | -2.9% |
| 3M | +3.9% | -9.9% | +13.8% | +4.5% |
| 6M | +12.4% | +1.9% | +10.5% | +11.0% |
| YTD | +21.5% | -32.2% | +53.7% | +25.0% |
| 1Y | +24.0% | -22.8% | +46.8% | +25.4% |
| 3Y | +49.7% | -47.6% | +97.3% | +51.9% |
| 5Y | +39.7% | -92.7% | +132.4% | +58.8% |
| All | +139.2% | -77.2% | +216.4% | +111.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling