+140.2%
IWM vs SNAP
-77.2%
+217.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +0.8% |
| 7D | +0.1% | +0.7% | -0.6% | 0.0% |
| 30D | -1.3% | +2.6% | -3.9% | -1.8% |
| 3M | +1.6% | -9.9% | +11.5% | +2.3% |
| 6M | +13.6% | +1.9% | +11.7% | +12.0% |
| YTD | +20.8% | -32.2% | +53.0% | +24.9% |
| 1Y | +26.4% | -22.8% | +49.3% | +28.2% |
| 3Y | +60.7% | -47.6% | +108.3% | +63.4% |
| 5Y | +38.2% | -92.7% | +130.9% | +61.2% |
| All | +140.2% | -77.2% | +217.4% | +114.5% |
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