-88.3%
SNAP vs IOT
+61.2%
-149.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +1.5% | +2.8% | -1.3% | -0.1% |
| 30D | +1.9% | -1.8% | +3.7% | +1.9% |
| 3M | -3.9% | +17.9% | -21.8% | -12.1% |
| 6M | +5.2% | +13.5% | -8.3% | -4.1% |
| YTD | -32.7% | +13.3% | -46.0% | -39.8% |
| 1Y | -24.8% | -3.3% | -21.5% | -28.4% |
| 3Y | -42.2% | +31.3% | -73.5% | -58.6% |
| All | -88.3% | +61.2% | -149.5% | -93.8% |
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