+17.9%
SNPS vs IEF
-8.6%
+26.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -5.5% | -0.3% | -5.2% | -5.4% |
| 30D | -4.5% | -0.6% | -3.9% | -4.3% |
| 3M | -15.5% | -1.0% | -14.5% | -15.3% |
| 6M | -10.1% | -3.1% | -7.0% | -9.4% |
| YTD | -16.3% | -1.9% | -14.4% | -15.9% |
| 1Y | -34.9% | -1.4% | -33.6% | -34.8% |
| 3Y | -14.4% | +9.8% | -24.1% | -18.5% |
| 5Y | +17.9% | -8.8% | +26.7% | +16.1% |
| All | +17.9% | -8.6% | +26.5% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling