+12.4%
IYR vs SNAP
-22.3%
+34.8%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.9% | -2.8% | +2.9% |
| 7D | +6.9% | -0.7% | +7.6% | +6.9% |
| 30D | +10.2% | +5.5% | +4.7% | +10.0% |
| 3M | -0.3% | +2.2% | -2.6% | -0.5% |
| 6M | +3.6% | -4.1% | +7.7% | +3.6% |
| YTD | +12.5% | -26.6% | +39.1% | +11.3% |
| 1Y | +12.4% | -20.7% | +33.2% | +10.9% |
| All | +12.4% | -22.3% | +34.8% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling