+22.0%
IGV vs SNPS
+16.7%
+5.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.4% | -1.6% |
| 7D | -3.3% | -5.5% | +2.2% | -0.9% |
| 30D | 0.0% | -5.8% | +5.7% | +2.3% |
| 3M | +7.3% | -17.2% | +24.6% | +15.9% |
| 6M | +16.7% | -10.4% | +27.1% | +20.6% |
| YTD | -2.8% | -16.5% | +13.7% | +3.3% |
| 1Y | -6.7% | -35.6% | +29.0% | +4.6% |
| 3Y | +41.1% | -14.6% | +55.7% | +22.3% |
| 5Y | +22.0% | +16.5% | +5.5% | -17.5% |
| All | +22.0% | +16.7% | +5.2% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling