+684.5%
SNPS vs IAG
+336.8%
+347.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.7% | +5.1% | -1.0% |
| 7D | -0.6% | +16.8% | -17.5% | -1.8% |
| 30D | -9.8% | -1.5% | -8.3% | -9.8% |
| 3M | +11.7% | +0.5% | +11.2% | +11.5% |
| 6M | -10.9% | -1.0% | -10.0% | -11.3% |
| YTD | -2.1% | +12.3% | -14.4% | -3.8% |
| 1Y | +14.8% | +39.2% | -24.5% | +11.1% |
| 3Y | -11.3% | +712.3% | -723.6% | -25.6% |
| 5Y | +36.2% | +484.2% | -448.0% | +12.6% |
| 10Y | +684.5% | +382.3% | +302.2% | +547.3% |
| All | +684.5% | +336.8% | +347.7% | +547.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling