+1,317.0%
SNPS vs IAG
+362.6%
+954.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.8% | -2.1% | +3.3% |
| 7D | +0.2% | +24.0% | -23.8% | -1.1% |
| 30D | -8.4% | +5.5% | -14.0% | -8.8% |
| 3M | +12.3% | +8.3% | +4.0% | +11.6% |
| 6M | -9.6% | +6.1% | -15.7% | -10.2% |
| YTD | -0.6% | +20.3% | -20.9% | -2.4% |
| 1Y | +18.7% | +56.5% | -37.8% | +14.8% |
| 3Y | -7.6% | +762.6% | -770.2% | -19.8% |
| 5Y | +34.1% | +546.3% | -512.2% | +15.4% |
| 10Y | +691.2% | +356.1% | +335.1% | +572.0% |
| All | +1,317.0% | +362.6% | +954.4% | +1,021.4% |
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 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