+1,728.4%
SNPS vs IEF
+129.4%
+1,599.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | -11.0% | -0.3% | -10.7% | -11.2% |
| 30D | -1.7% | -0.8% | -1.0% | -2.3% |
| 3M | -20.4% | -1.0% | -19.4% | -20.9% |
| 6M | -8.6% | -2.8% | -5.9% | -10.6% |
| YTD | -16.2% | -1.5% | -14.7% | -17.1% |
| 1Y | -34.6% | -0.4% | -34.1% | -34.7% |
| 3Y | -14.5% | +9.7% | -24.1% | -8.6% |
| 5Y | +17.0% | -8.3% | +25.3% | +4.0% |
| 10Y | +560.0% | +4.6% | +555.4% | +581.9% |
| All | +1,728.4% | +129.4% | +1,599.1% | +6,942.9% |
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