+572.5%
SNPS vs IBKR
+1,011.6%
-439.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.8% |
| 7D | +0.9% | -1.3% | +2.2% | +1.4% |
| 30D | -3.6% | -0.2% | -3.4% | -3.7% |
| 3M | -12.9% | +3.0% | -15.9% | -14.4% |
| 6M | -8.2% | +33.9% | -42.1% | -19.3% |
| YTD | -15.4% | +42.5% | -57.9% | -27.6% |
| 1Y | -9.3% | +44.9% | -54.2% | -23.2% |
| 3Y | -14.0% | +293.0% | -307.0% | -52.1% |
| 5Y | +19.5% | +497.7% | -478.1% | -45.1% |
| All | +572.5% | +1,011.6% | -439.1% | +158.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 10y: compounded portfolio wealth divided by compounded IBKR 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…
10y analysis · Full analysis span regression · 6 months rolling