+20.0%
IWM vs SNAP
-90.7%
+110.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.5% | +1.3% |
| 7D | -2.0% | -7.1% | +5.1% | -1.1% |
| 30D | -1.5% | -14.6% | +13.2% | +0.4% |
| 3M | -8.0% | -5.0% | -3.0% | -7.9% |
| 6M | -4.1% | -18.8% | +14.7% | -2.5% |
| YTD | +11.9% | -38.5% | +50.5% | +17.2% |
| 1Y | +15.0% | -38.1% | +53.1% | +20.2% |
| 3Y | +64.2% | -53.8% | +118.0% | +69.3% |
| All | +20.0% | -90.7% | +110.7% | +53.3% |
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