-47.7%
SNAP vs IP
+21.5%
-69.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.2% | -6.2% | -4.7% |
| 7D | +0.7% | -5.3% | +6.0% | +2.4% |
| 30D | +2.6% | -10.9% | +13.5% | +6.3% |
| 3M | -9.9% | +11.2% | -21.1% | -13.4% |
| 6M | +1.9% | -10.2% | +12.1% | +4.8% |
| YTD | -32.2% | -2.0% | -30.2% | -33.3% |
| 1Y | -22.8% | -19.1% | -3.8% | -18.2% |
| All | -47.7% | +21.5% | -69.2% | -48.8% |
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