+16.5%
SNPS vs IBN
+56.7%
-40.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.1% | +0.6% |
| 7D | -5.5% | -2.2% | -3.3% | -4.6% |
| 30D | -5.8% | -2.3% | -3.5% | -4.9% |
| 3M | -17.2% | +15.9% | -33.1% | -22.4% |
| 6M | -10.4% | +5.6% | -16.0% | -12.8% |
| YTD | -16.5% | -0.1% | -16.5% | -17.1% |
| 1Y | -35.6% | -6.5% | -29.1% | -34.4% |
| 3Y | -14.6% | +29.3% | -43.9% | -28.1% |
| 5Y | +16.5% | +56.6% | -40.1% | -16.0% |
| All | +16.5% | +56.7% | -40.3% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling