+808.3%
IWM vs SNPS
+1,737.2%
-928.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.7% | +2.2% |
| 7D | +0.1% | -11.0% | +11.1% | +4.2% |
| 30D | -1.3% | -1.7% | +0.5% | -1.3% |
| 3M | +1.6% | -20.4% | +22.0% | +9.2% |
| 6M | +13.6% | -8.6% | +22.2% | +15.1% |
| YTD | +20.8% | -16.2% | +36.9% | +25.4% |
| 1Y | +26.4% | -34.6% | +61.0% | +36.5% |
| 3Y | +60.7% | -14.5% | +75.2% | +50.1% |
| 5Y | +38.2% | +17.0% | +21.2% | +11.0% |
| 10Y | +169.5% | +560.0% | -390.6% | +8.0% |
| All | +808.3% | +1,737.2% | -928.9% | +125.3% |
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