+1,878.3%
SNPS vs IBN
+1,779.7%
+98.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.8% | -1.7% |
| 7D | -0.6% | +15.8% | -16.4% | -3.3% |
| 30D | -9.8% | +25.1% | -34.9% | -13.6% |
| 3M | +11.7% | +16.0% | -4.2% | +8.5% |
| 6M | -10.9% | +32.8% | -43.7% | -15.7% |
| YTD | -2.1% | +18.0% | -20.1% | -5.4% |
| 1Y | +14.8% | +15.9% | -1.1% | +11.2% |
| 3Y | -11.3% | +57.6% | -69.0% | -19.2% |
| 5Y | +36.2% | +74.7% | -38.5% | +21.9% |
| 10Y | +684.5% | +373.9% | +310.6% | +472.9% |
| All | +1,878.3% | +1,779.7% | +98.5% | +868.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling