-14.0%
SNPS vs IBN
+34.1%
-48.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.2% |
| 7D | -11.0% | +1.4% | -12.4% | -11.3% |
| 30D | -1.7% | -0.3% | -1.4% | -1.7% |
| 3M | -20.4% | +17.1% | -37.5% | -23.4% |
| 6M | -8.6% | +3.4% | -12.0% | -9.7% |
| YTD | -16.2% | +2.5% | -18.7% | -17.1% |
| 1Y | -34.6% | -4.2% | -30.4% | -34.4% |
| All | -14.0% | +34.1% | -48.1% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling