+132.3%
IJR vs SNAP
-78.1%
+210.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | +2.2% | +6.0% | -3.9% | +1.5% |
| 30D | +3.8% | -13.8% | +17.6% | +5.3% |
| 3M | -5.7% | -0.8% | -5.0% | -6.1% |
| 6M | +4.6% | -6.2% | +10.9% | +4.4% |
| YTD | +18.0% | -34.8% | +52.8% | +21.6% |
| 1Y | +21.8% | -38.7% | +60.5% | +26.3% |
| 3Y | +61.1% | -53.5% | +114.5% | +65.2% |
| 5Y | +27.3% | -90.2% | +117.5% | +41.2% |
| All | +132.3% | -78.1% | +210.4% | +105.8% |
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 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