+129.8%
IWM vs SNAP
-79.0%
+208.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.8% | +1.4% | +3.0% |
| 7D | +1.2% | -7.3% | +8.5% | +2.1% |
| 30D | +1.3% | -18.9% | +20.2% | +3.8% |
| 3M | -6.1% | -5.3% | -0.8% | -5.9% |
| 6M | -0.1% | -16.9% | +16.9% | +1.2% |
| YTD | +15.5% | -37.4% | +53.0% | +20.3% |
| 1Y | +18.1% | -38.5% | +56.6% | +23.2% |
| 3Y | +74.6% | -55.1% | +129.7% | +80.8% |
| 5Y | +24.6% | -90.8% | +115.4% | +42.3% |
| All | +129.8% | -79.0% | +208.8% | +106.7% |
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 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