-38.7%
SNAP vs IEF
-3.1%
-35.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +1.2% |
| 7D | +6.0% | -2.0% | +8.0% | +10.5% |
| 30D | -13.8% | +0.7% | -14.5% | -16.1% |
| 3M | -0.8% | -2.5% | +1.7% | +5.2% |
| 6M | -6.2% | -2.6% | -3.7% | -0.7% |
| YTD | -34.8% | -3.2% | -31.6% | -28.9% |
| 1Y | -38.7% | -3.0% | -35.7% | -33.2% |
| All | -38.7% | -3.1% | -35.6% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 1y: compounded portfolio wealth divided by compounded IEF 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…
1y analysis · Full analysis span regression · 6 months rolling