-53.5%
SNAP vs IRM
+112.1%
-165.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | +6.0% | +6.8% | -0.7% | +2.6% |
| 30D | -13.8% | +2.6% | -16.4% | -14.5% |
| 3M | -0.8% | -9.5% | +8.7% | +4.0% |
| 6M | -6.2% | -8.5% | +2.2% | -3.2% |
| YTD | -34.8% | +40.3% | -75.1% | -47.9% |
| 1Y | -38.7% | +28.7% | -67.4% | -48.5% |
| 3Y | -53.5% | +111.8% | -165.3% | -79.2% |
| All | -53.5% | +112.1% | -165.5% | -79.2% |
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