+572.5%
SNPS vs IJR
+172.1%
+400.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.3% |
| 7D | +0.9% | -2.2% | +3.1% | +2.5% |
| 30D | -3.6% | -4.6% | +1.0% | -0.1% |
| 3M | -12.9% | +0.2% | -13.1% | -13.0% |
| 6M | -8.2% | +14.7% | -22.9% | -17.0% |
| YTD | -15.4% | +18.9% | -34.3% | -25.5% |
| 1Y | -9.3% | +19.9% | -29.2% | -20.5% |
| 3Y | -14.0% | +53.0% | -67.0% | -36.4% |
| 5Y | +19.5% | +40.9% | -21.3% | -6.2% |
| All | +572.5% | +172.1% | +400.4% | +240.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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