+11.2%
SNPS vs IOT
+8.2%
+3.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.7% |
| 7D | -3.9% | -0.5% | -3.5% | -3.9% |
| 30D | -5.2% | +1.0% | -6.2% | -5.6% |
| 3M | +14.6% | +10.9% | +3.7% | +11.9% |
| 6M | -6.9% | +39.9% | -46.8% | -14.6% |
| YTD | -1.4% | +20.8% | -22.2% | -10.1% |
| 1Y | +11.2% | +10.6% | +0.6% | +4.2% |
| All | +11.2% | +8.2% | +3.0% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 1y: compounded portfolio wealth divided by compounded IOT 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…
1y analysis · Full analysis span regression · 6 months rolling