-89.2%
SNAP vs IOT
+66.5%
-155.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.9% | -0.2% |
| 7D | -10.6% | +0.8% | -11.4% | -10.6% |
| 30D | -19.7% | -0.2% | -19.5% | -19.4% |
| 3M | -6.5% | +4.0% | -10.5% | -9.1% |
| 6M | -17.8% | +39.4% | -57.1% | -31.2% |
| YTD | -38.0% | +16.9% | -55.0% | -45.5% |
| 1Y | -42.5% | +4.1% | -46.5% | -47.0% |
| 3Y | -55.8% | +72.7% | -128.5% | -72.5% |
| All | -89.2% | +66.5% | -155.7% | -94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling