+949.2%
IGV vs SNPS
+1,842.1%
-892.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.6% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | -8.1% | -8.0% | -0.1% | -4.4% |
| 3M | -1.6% | +12.5% | -14.1% | -9.0% |
| 6M | +12.7% | -10.5% | +23.2% | +16.2% |
| YTD | -3.3% | -1.6% | -1.6% | -5.9% |
| 1Y | -7.9% | +16.8% | -24.7% | -18.5% |
| 3Y | +40.3% | -10.9% | +51.3% | +25.2% |
| 5Y | +17.3% | +35.8% | -18.5% | -18.9% |
| 10Y | +362.3% | +675.0% | -312.7% | +23.0% |
| All | +949.2% | +1,842.1% | -892.9% | +38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling