+25.0%
IWM vs SNPS
-34.8%
+59.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +1.4% | -5.5% | +6.9% | +2.0% |
| 30D | -2.3% | -5.8% | +3.5% | -1.7% |
| 3M | +4.0% | -17.2% | +21.2% | +6.0% |
| 6M | +17.9% | -10.4% | +28.3% | +18.8% |
| YTD | +20.2% | -16.5% | +36.7% | +21.6% |
| 1Y | +25.0% | -35.6% | +60.6% | +27.0% |
| All | +25.0% | -34.8% | +59.7% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling