-14.6%
SNPS vs IEF
+9.9%
-24.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -5.5% | +0.1% | -5.6% | -5.5% |
| 30D | -5.8% | -0.7% | -5.0% | -5.8% |
| 3M | -17.2% | -0.4% | -16.8% | -17.2% |
| 6M | -10.4% | -2.5% | -7.9% | -10.8% |
| YTD | -16.5% | -1.6% | -14.9% | -16.8% |
| 1Y | -35.6% | -1.3% | -34.3% | -35.7% |
| 3Y | -14.6% | +10.1% | -24.7% | -16.9% |
| All | -14.6% | +9.9% | -24.5% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling