+572.1%
SNPS vs IEF
+4.0%
+568.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +0.9% |
| 7D | -4.6% | -1.2% | -3.4% | -4.7% |
| 30D | -3.3% | -1.5% | -1.9% | -3.5% |
| 3M | -13.8% | -1.7% | -12.1% | -13.9% |
| 6M | -8.2% | -3.5% | -4.7% | -8.6% |
| YTD | -15.4% | -2.6% | -12.8% | -15.7% |
| 1Y | +2.4% | -2.4% | +4.8% | +2.1% |
| 3Y | -13.5% | +8.9% | -22.4% | -13.3% |
| 5Y | +19.5% | -9.2% | +28.7% | +6.0% |
| All | +572.1% | +4.0% | +568.2% | +573.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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