+4.8%
IYR vs SNAP
-92.9%
+97.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -0.4% | +1.5% | -1.9% | -0.5% |
| 30D | -2.5% | +1.9% | -4.4% | -2.7% |
| 3M | +1.5% | -3.9% | +5.3% | +1.4% |
| 6M | +3.9% | +5.2% | -1.4% | +2.8% |
| YTD | +9.5% | -32.7% | +42.2% | +11.5% |
| 1Y | +7.5% | -24.8% | +32.2% | +8.3% |
| 3Y | +30.8% | -42.2% | +73.0% | +30.0% |
| 5Y | +4.8% | -92.7% | +97.5% | +8.1% |
| All | +4.8% | -92.9% | +97.7% | +8.1% |
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