+1,302.3%
SNPS vs IAG
+321.3%
+981.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.6% |
| 7D | -0.2% | +3.4% | -3.6% | -0.4% |
| 30D | -8.0% | -2.7% | -5.3% | -7.9% |
| 3M | +12.5% | -0.5% | +13.0% | +12.4% |
| 6M | -10.5% | -4.8% | -5.6% | -10.6% |
| YTD | -1.6% | +9.6% | -11.2% | -2.9% |
| 1Y | +16.8% | +32.2% | -15.4% | +14.1% |
| 3Y | -10.9% | +692.5% | -703.5% | -22.4% |
| 5Y | +35.8% | +447.6% | -411.8% | +17.9% |
| 10Y | +675.0% | +403.3% | +271.6% | +556.2% |
| All | +1,302.3% | +321.3% | +981.0% | +1,015.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling