+65.5%
IYR vs SNAP
-77.9%
+143.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -1.0% |
| 7D | -0.9% | -5.0% | +4.1% | -0.5% |
| 30D | -2.4% | -0.7% | -1.6% | -2.4% |
| 3M | -2.0% | -5.0% | +3.0% | -2.0% |
| 6M | +2.5% | +3.5% | -1.0% | +1.4% |
| YTD | +8.3% | -34.2% | +42.5% | +10.6% |
| 1Y | +6.5% | -27.1% | +33.5% | +7.6% |
| 3Y | +29.3% | -43.5% | +72.8% | +29.0% |
| 5Y | +5.7% | -92.9% | +98.6% | +15.6% |
| All | +65.5% | -77.9% | +143.4% | +48.8% |
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