+574.2%
SNPS vs IAG
+401.0%
+173.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.2% |
| 7D | -5.5% | +1.7% | -7.2% | -5.6% |
| 30D | -4.5% | +11.4% | -15.9% | -5.2% |
| 3M | -15.5% | +33.0% | -48.5% | -17.3% |
| 6M | -10.1% | -6.0% | -4.1% | -10.2% |
| YTD | -16.3% | +24.6% | -40.8% | -18.2% |
| 1Y | -34.9% | +105.0% | -139.9% | -38.8% |
| 3Y | -14.4% | +837.9% | -852.3% | -28.6% |
| 5Y | +17.9% | +817.0% | -799.1% | -4.5% |
| 10Y | +574.2% | +425.3% | +148.9% | +450.8% |
| All | +574.2% | +401.0% | +173.3% | +450.8% |
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