-77.8%
SNAP vs IAG
+432.0%
-509.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.5% |
| 7D | +1.5% | +4.3% | -2.8% | +1.1% |
| 30D | +1.9% | +9.8% | -7.9% | +0.9% |
| 3M | -3.9% | +28.9% | -32.8% | -6.7% |
| 6M | +5.2% | -7.6% | +12.8% | +5.3% |
| YTD | -32.7% | +22.0% | -54.7% | -34.7% |
| 1Y | -24.8% | +99.5% | -124.3% | -30.5% |
| 3Y | -42.2% | +818.3% | -860.4% | -55.2% |
| 5Y | -92.7% | +785.9% | -878.6% | -94.5% |
| All | -77.8% | +432.0% | -509.8% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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