+572.1%
SNPS vs IBN
+316.4%
+255.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | -4.6% | -5.5% | +0.9% | -3.0% |
| 30D | -3.3% | -3.4% | +0.1% | -2.4% |
| 3M | -13.8% | +8.7% | -22.4% | -16.0% |
| 6M | -8.2% | +3.7% | -11.9% | -9.4% |
| YTD | -15.4% | -2.4% | -13.1% | -15.2% |
| 1Y | +2.4% | -8.1% | +10.5% | +4.2% |
| 3Y | -13.5% | +26.3% | -39.8% | -20.7% |
| 5Y | +19.5% | +54.9% | -35.5% | +2.8% |
| All | +572.1% | +316.4% | +255.7% | +366.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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