+2,013.3%
SNPS vs IEF
+125.4%
+1,887.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.8% |
| 7D | +1.1% | -2.0% | +3.0% | -0.4% |
| 30D | -5.2% | +0.7% | -5.9% | -4.6% |
| 3M | +10.6% | -2.5% | +13.0% | +8.7% |
| 6M | -10.6% | -2.6% | -8.1% | -12.2% |
| YTD | -3.1% | -3.2% | +0.1% | -5.3% |
| 1Y | +15.6% | -3.0% | +18.6% | +13.1% |
| 3Y | -12.9% | +10.5% | -23.5% | -6.1% |
| 5Y | +31.2% | -8.2% | +39.3% | +17.7% |
| 10Y | +663.4% | +6.7% | +656.7% | +711.7% |
| All | +2,013.3% | +125.4% | +1,887.9% | +7,947.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling