-11.6%
SNPS vs IOT
+79.2%
-90.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | 0.0% |
| 7D | -0.2% | -1.3% | +1.2% | +0.2% |
| 30D | -8.0% | +1.5% | -9.5% | -8.6% |
| 3M | +12.5% | +4.8% | +7.7% | +10.3% |
| 6M | -10.5% | +45.3% | -55.8% | -20.7% |
| YTD | -1.6% | +19.2% | -20.8% | -9.5% |
| 1Y | +16.8% | +6.1% | +10.8% | +10.6% |
| All | -11.6% | +79.2% | -90.8% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling