+23.7%
IWM vs SNAP
-90.3%
+114.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.3% |
| 7D | +2.8% | +2.6% | +0.2% | +2.4% |
| 30D | +0.6% | -19.6% | +20.2% | +3.4% |
| 3M | -7.8% | +0.4% | -8.2% | -8.3% |
| 6M | -1.0% | -5.9% | +5.0% | -1.2% |
| YTD | +13.9% | -35.3% | +49.2% | +18.4% |
| 1Y | +15.4% | -42.6% | +58.0% | +21.8% |
| 3Y | +70.2% | -53.9% | +124.1% | +75.5% |
| 5Y | +23.7% | -90.3% | +114.0% | +54.7% |
| All | +23.7% | -90.3% | +114.0% | +54.7% |
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 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