+16.5%
SNPS vs IRM
+192.5%
-176.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | -5.5% | +1.6% | -7.1% | -6.2% |
| 30D | -5.8% | -4.2% | -1.6% | -4.1% |
| 3M | -17.2% | -5.4% | -11.8% | -15.8% |
| 6M | -10.4% | +12.0% | -22.4% | -15.4% |
| YTD | -16.5% | +42.0% | -58.6% | -29.1% |
| 1Y | -35.6% | +29.9% | -65.5% | -43.6% |
| 3Y | -14.6% | +104.4% | -119.0% | -42.2% |
| 5Y | +16.5% | +191.0% | -174.5% | -39.9% |
| All | +16.5% | +192.5% | -176.0% | -39.9% |
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