+16.5%
SNPS vs IAG
+766.8%
-750.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.3% |
| 7D | -5.5% | +4.3% | -9.7% | -5.8% |
| 30D | -5.8% | +9.8% | -15.5% | -6.5% |
| 3M | -17.2% | +28.9% | -46.1% | -19.1% |
| 6M | -10.4% | -7.6% | -2.8% | -10.5% |
| YTD | -16.5% | +22.0% | -38.5% | -18.7% |
| 1Y | -35.6% | +99.5% | -135.1% | -40.1% |
| 3Y | -14.6% | +818.3% | -832.9% | -32.2% |
| 5Y | +16.5% | +785.9% | -769.4% | -11.1% |
| All | +16.5% | +766.8% | -750.3% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling