+31.4%
SNPS vs IRM
+168.2%
-136.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +1.9% |
| 7D | -3.7% | -8.6% | +4.9% | -0.1% |
| 30D | -10.4% | -8.0% | -2.4% | -7.3% |
| 3M | +11.0% | -12.0% | +22.9% | +16.8% |
| 6M | -10.7% | -18.2% | +7.5% | -3.6% |
| YTD | -4.1% | +31.4% | -35.5% | -16.1% |
| 1Y | +13.7% | +9.2% | +4.5% | +7.4% |
| 3Y | -8.1% | +94.6% | -102.6% | -37.2% |
| All | +31.4% | +168.2% | -136.8% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 5y: compounded portfolio wealth divided by compounded IRM 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…
5y analysis · Full analysis span regression · 6 months rolling