-76.8%
SNAP vs IJH
+144.2%
-221.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.0% |
| 7D | +3.8% | -1.9% | +5.7% | +6.2% |
| 30D | +9.2% | -4.6% | +13.9% | +15.5% |
| 3M | +6.6% | -1.2% | +7.7% | +8.3% |
| 6M | +16.9% | +9.4% | +7.5% | +5.2% |
| YTD | -29.6% | +13.3% | -42.9% | -39.2% |
| 1Y | -22.1% | +13.4% | -35.5% | -32.7% |
| 3Y | -39.8% | +50.4% | -90.3% | -61.6% |
| 5Y | -92.4% | +49.0% | -141.3% | -94.7% |
| All | -76.8% | +144.2% | -221.0% | -89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 10y: compounded portfolio wealth divided by compounded IJH 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…
10y analysis · Full analysis span regression · 6 months rolling