+68.9%
IYR vs SNAP
-78.1%
+147.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | +0.6% | +6.0% | -5.5% | +0.1% |
| 30D | +6.6% | -13.8% | +20.3% | +7.6% |
| 3M | -1.8% | -0.8% | -1.1% | -2.1% |
| 6M | +1.4% | -6.2% | +7.7% | +1.3% |
| YTD | +10.5% | -34.8% | +45.3% | +12.7% |
| 1Y | +10.6% | -38.7% | +49.3% | +13.3% |
| 3Y | +41.8% | -53.5% | +95.3% | +43.4% |
| 5Y | +6.0% | -90.2% | +96.2% | +13.5% |
| All | +68.9% | -78.1% | +147.0% | +51.6% |
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