-53.5%
SNAP vs IFF
+22.2%
-75.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.3% |
| 7D | +6.0% | -1.8% | +7.8% | +6.9% |
| 30D | -13.8% | -9.4% | -4.4% | -10.3% |
| 3M | -0.8% | -3.0% | +2.2% | 0.0% |
| 6M | -6.2% | +5.8% | -12.0% | -9.8% |
| YTD | -34.8% | +22.4% | -57.2% | -43.7% |
| 1Y | -38.7% | +23.0% | -61.7% | -47.4% |
| 3Y | -53.5% | +21.8% | -75.2% | -58.7% |
| All | -53.5% | +22.2% | -75.6% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 3y: compounded portfolio wealth divided by compounded IFF 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…
3y analysis · Full analysis span regression · 6 months rolling