-90.5%
SNAP vs IBB
+42.1%
-132.7%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | +0.4% |
| 7D | -10.6% | +0.8% | -11.3% | -10.9% |
| 30D | -19.7% | +5.2% | -24.9% | -24.9% |
| 3M | -6.5% | +8.6% | -15.1% | -17.4% |
| 6M | -17.8% | +27.8% | -45.6% | -42.8% |
| YTD | -38.0% | +28.8% | -66.8% | -57.5% |
| 1Y | -42.5% | +36.4% | -78.9% | -64.0% |
| 3Y | -55.8% | +89.3% | -145.2% | -83.6% |
| 5Y | -90.5% | +43.3% | -133.8% | -94.5% |
| All | -90.5% | +42.1% | -132.7% | -94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 5y: compounded portfolio wealth divided by compounded IBB 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…
5y analysis · Full analysis span regression · 6 months rolling