+660.9%
SNPS vs IAG
+389.3%
+271.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.7% |
| 7D | +1.1% | -7.7% | +8.7% | +1.6% |
| 30D | -5.2% | +1.6% | -6.7% | -5.3% |
| 3M | +10.6% | -2.4% | +13.0% | +10.6% |
| 6M | -10.6% | -7.8% | -2.8% | -10.5% |
| YTD | -3.1% | +5.0% | -8.1% | -4.4% |
| 1Y | +15.6% | +25.7% | -10.1% | +12.6% |
| 3Y | -12.9% | +694.5% | -707.4% | -26.8% |
| 5Y | +31.2% | +421.7% | -390.5% | +9.1% |
| All | +660.9% | +389.3% | +271.7% | +526.5% |
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