-75.8%
SNAP vs IP
+6.5%
-82.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.5% | +4.4% | +5.3% |
| 7D | -0.7% | +3.4% | -4.1% | -2.2% |
| 30D | +5.5% | +11.2% | -5.7% | +1.0% |
| 3M | +2.2% | -14.8% | +17.0% | +8.1% |
| 6M | -4.1% | +17.3% | -21.3% | -11.5% |
| YTD | -26.6% | -6.2% | -20.5% | -27.5% |
| 1Y | -20.7% | +2.3% | -23.1% | -24.7% |
| 3Y | -44.8% | +17.7% | -62.4% | -51.9% |
| 5Y | -88.7% | -8.4% | -80.2% | -89.1% |
| All | -75.8% | +6.5% | -82.3% | -80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling