-79.2%
SNAP vs IBB
+114.2%
-193.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -5.0% | -9.0% | -8.6% |
| 7D | -10.4% | -3.6% | -6.8% | -6.2% |
| 30D | -11.9% | +3.4% | -15.3% | -14.8% |
| 3M | -4.5% | +9.5% | -14.0% | -14.2% |
| 6M | -16.7% | +23.3% | -40.0% | -34.8% |
| YTD | -36.9% | +24.5% | -61.5% | -51.1% |
| 1Y | -30.3% | +32.9% | -63.2% | -49.9% |
| 3Y | -52.5% | +76.6% | -129.1% | -74.8% |
| 5Y | -90.4% | +35.5% | -125.9% | -93.0% |
| All | -79.2% | +114.2% | -193.4% | -89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling