+938.5%
IGV vs SNPS
+1,813.0%
-874.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | +0.6% |
| 7D | +2.3% | +1.1% | +1.3% | +1.8% |
| 30D | -6.0% | -5.2% | -0.8% | -3.8% |
| 3M | -4.8% | +10.6% | -15.3% | -11.2% |
| 6M | +14.2% | -10.6% | +24.9% | +17.8% |
| YTD | -4.2% | -3.1% | -1.1% | -6.2% |
| 1Y | -5.3% | +15.6% | -20.8% | -15.7% |
| 3Y | +38.8% | -12.9% | +51.7% | +25.4% |
| 5Y | +14.2% | +31.2% | -17.0% | -19.6% |
| 10Y | +357.6% | +663.4% | -305.8% | +22.7% |
| All | +938.5% | +1,813.0% | -874.5% | +38.5% |
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 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