-43.7%
SNAP vs IJH
+50.0%
-93.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -0.7% |
| 7D | -5.0% | -0.7% | -4.3% | -4.0% |
| 30D | -0.7% | -3.8% | +3.1% | +4.9% |
| 3M | -5.0% | 0.0% | -5.0% | -4.9% |
| 6M | +3.5% | +8.8% | -5.2% | -8.3% |
| YTD | -34.2% | +13.5% | -47.7% | -45.3% |
| 1Y | -27.1% | +15.4% | -42.5% | -40.8% |
| All | -43.7% | +50.0% | -93.7% | -70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling