+356.3%
IGV vs SNPS
+585.0%
-228.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.2% |
| 7D | -5.4% | -4.6% | -0.8% | -3.0% |
| 30D | -2.6% | -3.3% | +0.7% | -1.3% |
| 3M | +10.5% | -13.8% | +24.3% | +18.4% |
| 6M | +18.2% | -8.2% | +26.4% | +21.2% |
| YTD | -4.2% | -15.4% | +11.2% | +2.1% |
| 1Y | -9.8% | +2.4% | -12.2% | -15.7% |
| 3Y | +39.1% | -13.5% | +52.6% | +20.5% |
| 5Y | +21.2% | +19.5% | +1.8% | -19.3% |
| All | +356.3% | +585.0% | -228.7% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 10y: compounded portfolio wealth divided by compounded SNPS 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…
10y analysis · Full analysis span regression · 6 months rolling