-77.8%
SNAP vs IJH
+147.2%
-225.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | 0.0% |
| 7D | +1.5% | +1.0% | +0.5% | +0.3% |
| 30D | +1.9% | -3.1% | +5.0% | +5.7% |
| 3M | -3.9% | +1.9% | -5.8% | -6.0% |
| 6M | +5.2% | +11.0% | -5.8% | -6.9% |
| YTD | -32.7% | +14.7% | -47.4% | -42.8% |
| 1Y | -24.8% | +15.6% | -40.4% | -36.5% |
| 3Y | -42.2% | +52.5% | -94.7% | -63.7% |
| 5Y | -92.7% | +49.1% | -141.7% | -95.0% |
| All | -77.8% | +147.2% | -225.0% | -90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling