-78.7%
SNAP vs IRM
+432.0%
-510.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.2% | -3.1% |
| 7D | +2.6% | +8.6% | -6.1% | -1.1% |
| 30D | -19.6% | 0.0% | -19.6% | -19.3% |
| 3M | +0.4% | -7.1% | +7.5% | +3.5% |
| 6M | -5.9% | -7.9% | +1.9% | -3.4% |
| YTD | -35.3% | +41.3% | -76.6% | -45.6% |
| 1Y | -42.6% | +20.7% | -63.3% | -48.2% |
| 3Y | -53.9% | +112.2% | -166.0% | -67.7% |
| 5Y | -90.3% | +191.2% | -281.5% | -93.9% |
| All | -78.7% | +432.0% | -510.6% | -89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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