-79.7%
SNAP vs IAG
+396.3%
-476.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.2% | -9.8% | -3.3% |
| 7D | -7.1% | +21.4% | -28.5% | -9.1% |
| 30D | -14.6% | +4.0% | -18.7% | -15.1% |
| 3M | -5.0% | +17.0% | -22.0% | -6.8% |
| 6M | -18.8% | +1.4% | -20.2% | -19.5% |
| YTD | -38.5% | +13.8% | -52.3% | -40.0% |
| 1Y | -38.1% | +55.8% | -93.9% | -41.3% |
| 3Y | -53.8% | +647.4% | -701.2% | -63.5% |
| 5Y | -90.7% | +519.1% | -609.8% | -92.8% |
| All | -79.7% | +396.3% | -476.0% | -85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling