-47.7%
SNAP vs IRM
+103.0%
-150.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.7% | -4.8% |
| 7D | +0.7% | -0.5% | +1.2% | +0.9% |
| 30D | +2.6% | -8.1% | +10.7% | +6.4% |
| 3M | -9.9% | -9.7% | -0.2% | -6.3% |
| 6M | +1.9% | +10.0% | -8.1% | -5.7% |
| YTD | -32.2% | +43.0% | -75.2% | -46.7% |
| 1Y | -22.8% | +32.7% | -55.5% | -37.0% |
| All | -47.7% | +103.0% | -150.7% | -74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling