+1,764.0%
SNPS vs IJR
+1,143.6%
+620.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | +0.1% |
| 7D | -5.5% | +0.9% | -6.4% | -6.2% |
| 30D | -5.8% | -3.1% | -2.6% | -3.4% |
| 3M | -17.2% | +4.4% | -21.6% | -19.8% |
| 6M | -10.4% | +16.1% | -26.5% | -19.7% |
| YTD | -16.5% | +20.6% | -37.1% | -27.2% |
| 1Y | -35.6% | +22.9% | -58.5% | -44.4% |
| 3Y | -14.6% | +55.2% | -69.8% | -38.0% |
| 5Y | +16.5% | +41.1% | -24.6% | -8.8% |
| 10Y | +556.6% | +167.0% | +389.6% | +204.9% |
| All | +1,764.0% | +1,143.6% | +620.4% | +54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling