+1,089.6%
SNPS vs IAG
+368.9%
+720.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.4% |
| 7D | -5.5% | +4.3% | -9.7% | -5.7% |
| 30D | -5.8% | +9.8% | -15.5% | -6.3% |
| 3M | -17.2% | +28.9% | -46.1% | -18.5% |
| 6M | -10.4% | -7.6% | -2.8% | -10.4% |
| YTD | -16.5% | +22.0% | -38.5% | -18.0% |
| 1Y | -35.6% | +99.5% | -135.1% | -38.7% |
| 3Y | -14.6% | +818.3% | -832.9% | -26.2% |
| 5Y | +16.5% | +785.9% | -769.4% | -1.2% |
| 10Y | +556.6% | +381.1% | +175.5% | +455.5% |
| All | +1,089.6% | +368.9% | +720.7% | +841.6% |
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