-88.2%
SNAP vs IOT
+61.4%
-149.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.7% | -7.8% | -5.7% |
| 7D | +0.7% | -2.3% | +3.1% | +1.4% |
| 30D | +2.6% | +3.8% | -1.2% | +0.1% |
| 3M | -9.9% | +14.2% | -24.1% | -16.4% |
| 6M | +1.9% | +40.1% | -38.3% | -16.9% |
| YTD | -32.2% | +13.4% | -45.6% | -39.4% |
| 1Y | -22.8% | +12.2% | -35.0% | -31.9% |
| 3Y | -47.6% | +30.0% | -77.6% | -62.3% |
| All | -88.2% | +61.4% | -149.7% | -93.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling