+34.1%
SNPS vs IAG
+540.0%
-505.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.8% | -2.1% | +3.1% |
| 7D | +0.2% | +24.0% | -23.8% | -1.8% |
| 30D | -8.4% | +5.5% | -14.0% | -9.0% |
| 3M | +12.3% | +8.3% | +4.0% | +11.3% |
| 6M | -9.6% | +6.1% | -15.7% | -10.6% |
| YTD | -0.6% | +20.3% | -20.9% | -3.3% |
| 1Y | +18.7% | +56.5% | -37.8% | +12.8% |
| 3Y | -7.6% | +762.6% | -770.2% | -27.1% |
| 5Y | +34.1% | +546.3% | -512.2% | +1.4% |
| All | +34.1% | +540.0% | -505.9% | +1.4% |
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