-88.5%
SNAP vs IOT
+69.6%
-158.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.9% | +4.9% | +6.0% |
| 7D | -9.8% | -1.3% | -8.5% | -9.0% |
| 30D | -18.2% | +1.5% | -19.7% | -18.5% |
| 3M | -3.1% | +4.8% | -7.8% | -6.0% |
| 6M | -7.1% | +45.3% | -52.4% | -23.7% |
| YTD | -33.8% | +19.2% | -53.0% | -42.3% |
| 1Y | -39.0% | +6.1% | -45.1% | -44.2% |
| 3Y | -52.8% | +76.0% | -128.8% | -70.8% |
| All | -88.5% | +69.6% | -158.1% | -94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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