-14.9%
SNPS vs IJR
+52.6%
-67.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +1.3% |
| 7D | -5.5% | -1.1% | -4.4% | -4.5% |
| 30D | -4.5% | -3.6% | -0.9% | -1.1% |
| 3M | -15.5% | +2.3% | -17.8% | -17.3% |
| 6M | -10.1% | +14.3% | -24.4% | -20.3% |
| YTD | -16.3% | +19.3% | -35.6% | -28.6% |
| 1Y | -34.9% | +22.6% | -57.5% | -45.5% |
| All | -14.9% | +52.6% | -67.5% | -36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling