-77.7%
SNAP vs IAG
+441.8%
-519.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -3.8% |
| 7D | +0.7% | -0.5% | +1.3% | +0.8% |
| 30D | +2.6% | +28.9% | -26.3% | -0.2% |
| 3M | -9.9% | +19.1% | -29.0% | -11.8% |
| 6M | +1.9% | -10.3% | +12.1% | +2.2% |
| YTD | -32.2% | +24.2% | -56.4% | -34.3% |
| 1Y | -22.8% | +116.5% | -139.3% | -29.2% |
| 3Y | -47.6% | +742.8% | -790.4% | -59.1% |
| 5Y | -92.7% | +753.3% | -846.0% | -94.5% |
| All | -77.7% | +441.8% | -519.5% | -84.0% |
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