-14.9%
SNPS vs IOT
+24.7%
-39.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +1.2% |
| 7D | -5.5% | +5.1% | -10.5% | -6.8% |
| 30D | -4.5% | -3.0% | -1.4% | -3.9% |
| 3M | -15.5% | +15.0% | -30.4% | -19.3% |
| 6M | -10.1% | +13.1% | -23.2% | -14.6% |
| YTD | -16.3% | +9.0% | -25.3% | -20.7% |
| 1Y | -34.9% | +0.1% | -35.1% | -37.1% |
| All | -14.9% | +24.7% | -39.6% | -21.8% |
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