-77.8%
SNAP vs IRM
+434.8%
-512.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.5% |
| 7D | +1.5% | +1.6% | -0.1% | +0.7% |
| 30D | +1.9% | -4.2% | +6.1% | +3.3% |
| 3M | -3.9% | -5.4% | +1.5% | -2.6% |
| 6M | +5.2% | +12.0% | -6.8% | -1.4% |
| YTD | -32.7% | +42.0% | -74.8% | -43.7% |
| 1Y | -24.8% | +29.9% | -54.7% | -34.7% |
| 3Y | -42.2% | +104.4% | -146.5% | -58.9% |
| 5Y | -92.7% | +191.0% | -283.7% | -95.4% |
| All | -77.8% | +434.8% | -512.6% | -89.0% |
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