-92.0%
SNAP vs IJH
+48.0%
-140.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +1.6% |
| 7D | +3.8% | -1.9% | +5.7% | +7.0% |
| 30D | +9.2% | -4.6% | +13.9% | +17.7% |
| 3M | +6.6% | -1.2% | +7.7% | +8.7% |
| 6M | +16.9% | +9.4% | +7.5% | +0.8% |
| YTD | -29.6% | +13.3% | -42.9% | -42.8% |
| 1Y | -22.1% | +13.4% | -35.5% | -36.8% |
| 3Y | -39.8% | +50.4% | -90.3% | -69.9% |
| All | -92.0% | +48.0% | -140.0% | -95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling