-79.4%
SNAP vs IRM
+414.6%
-494.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.3% | +0.1% |
| 7D | -7.3% | -3.8% | -3.6% | -5.4% |
| 30D | -18.9% | -3.2% | -15.7% | -17.5% |
| 3M | -5.3% | -7.8% | +2.5% | -2.1% |
| 6M | -16.9% | -12.7% | -4.2% | -12.7% |
| YTD | -37.4% | +36.7% | -74.1% | -46.6% |
| 1Y | -38.5% | +10.0% | -48.5% | -42.3% |
| 3Y | -55.1% | +107.2% | -162.3% | -68.2% |
| 5Y | -90.8% | +181.6% | -272.3% | -94.1% |
| All | -79.4% | +414.6% | -494.0% | -89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling