-79.6%
SNAP vs IP
+5.0%
-84.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.6% |
| 7D | -10.6% | 0.0% | -10.6% | -10.4% |
| 30D | -19.7% | +9.4% | -29.1% | -22.5% |
| 3M | -6.5% | -14.1% | +7.5% | -1.3% |
| 6M | -17.8% | +9.2% | -26.9% | -21.8% |
| YTD | -38.0% | -7.5% | -30.5% | -38.3% |
| 1Y | -42.5% | -2.8% | -39.7% | -44.1% |
| 3Y | -55.8% | +21.2% | -77.1% | -62.0% |
| 5Y | -90.5% | -11.5% | -79.1% | -90.7% |
| All | -79.6% | +5.0% | -84.5% | -83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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