-52.6%
SNAP vs IP
+12.9%
-65.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -4.0% | -10.1% | -12.8% |
| 7D | -10.4% | -5.0% | -5.4% | -8.9% |
| 30D | -11.9% | +6.5% | -18.5% | -13.7% |
| 3M | -4.5% | -18.0% | +13.5% | +1.3% |
| 6M | -16.7% | +10.3% | -27.0% | -20.2% |
| YTD | -36.9% | -9.9% | -27.0% | -36.4% |
| 1Y | -30.3% | -1.1% | -29.2% | -32.5% |
| All | -52.6% | +12.9% | -65.5% | -49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling