+67.6%
IYR vs SNAP
-77.2%
+144.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.4% |
| 7D | -1.2% | +0.7% | -2.0% | -1.3% |
| 30D | -2.9% | +2.6% | -5.5% | -3.1% |
| 3M | +0.8% | -9.9% | +10.7% | +1.2% |
| 6M | +1.9% | +1.9% | 0.0% | +0.9% |
| YTD | +9.6% | -32.2% | +41.8% | +11.8% |
| 1Y | +8.1% | -22.8% | +30.9% | +8.8% |
| 3Y | +29.2% | -47.6% | +76.8% | +29.6% |
| 5Y | +4.3% | -92.7% | +97.0% | +13.9% |
| All | +67.6% | -77.2% | +144.8% | +50.3% |
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