+70.5%
IYR vs SNAP
-79.0%
+149.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +1.4% |
| 7D | +2.3% | -7.3% | +9.6% | +2.8% |
| 30D | +7.4% | -18.9% | +26.3% | +8.9% |
| 3M | -0.7% | -5.3% | +4.5% | -0.6% |
| 6M | +1.6% | -16.9% | +18.6% | +2.4% |
| YTD | +11.6% | -37.4% | +49.0% | +14.2% |
| 1Y | +10.5% | -38.5% | +49.0% | +13.1% |
| 3Y | +43.4% | -55.1% | +98.5% | +45.4% |
| 5Y | +6.8% | -90.8% | +97.6% | +14.9% |
| All | +70.5% | -79.0% | +149.5% | +53.5% |
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