-39.0%
SNAP vs IOT
+7.0%
-46.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.9% | +4.9% | +6.3% |
| 7D | -9.8% | -1.3% | -8.5% | -9.3% |
| 30D | -18.2% | +1.5% | -19.7% | -18.3% |
| 3M | -3.1% | +4.8% | -7.8% | -4.6% |
| 6M | -7.1% | +45.3% | -52.4% | -17.2% |
| YTD | -33.8% | +19.2% | -53.0% | -39.9% |
| 1Y | -39.0% | +6.1% | -45.1% | -42.7% |
| All | -39.0% | +7.0% | -46.1% | -42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling