-90.5%
SNAP vs IRM
+187.5%
-278.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.2% |
| 7D | +6.0% | +6.8% | -0.7% | +2.0% |
| 30D | -13.8% | +2.6% | -16.4% | -14.8% |
| 3M | -0.8% | -9.5% | +8.7% | +4.9% |
| 6M | -6.2% | -8.5% | +2.2% | -2.7% |
| YTD | -34.8% | +40.3% | -75.1% | -49.6% |
| 1Y | -38.7% | +28.7% | -67.4% | -49.9% |
| 3Y | -53.5% | +111.8% | -165.3% | -75.5% |
| All | -90.5% | +187.5% | -278.0% | -96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling