-91.0%
SNAP vs IRM
+168.2%
-259.2%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.5% | -3.1% |
| 7D | -7.1% | -8.6% | +1.5% | -1.6% |
| 30D | -14.6% | -8.0% | -6.7% | -10.0% |
| 3M | -5.0% | -12.0% | +7.0% | +2.0% |
| 6M | -18.8% | -18.2% | -0.7% | -9.9% |
| YTD | -38.5% | +31.4% | -69.9% | -50.6% |
| 1Y | -38.1% | +9.2% | -47.2% | -43.9% |
| 3Y | -53.8% | +94.6% | -148.4% | -74.4% |
| All | -91.0% | +168.2% | -259.2% | -96.1% |
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