-78.7%
SNAP vs IQV
+252.7%
-331.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.4% |
| 7D | +2.6% | +2.4% | +0.2% | +0.9% |
| 30D | -19.6% | +4.0% | -23.6% | -21.7% |
| 3M | +0.4% | +12.2% | -11.8% | -7.4% |
| 6M | -5.9% | +54.9% | -60.8% | -31.5% |
| YTD | -35.3% | +20.3% | -55.6% | -44.6% |
| 1Y | -42.6% | +22.7% | -65.3% | -51.6% |
| 3Y | -53.9% | +38.3% | -92.2% | -66.0% |
| 5Y | -90.3% | +6.5% | -96.7% | -91.3% |
| All | -78.7% | +252.7% | -331.4% | -91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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