+2,841.8%
SNPS vs IRM
+9,145.3%
-6,303.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +2.0% |
| 7D | -3.7% | -8.6% | +4.9% | -1.2% |
| 30D | -10.4% | -8.0% | -2.4% | -8.2% |
| 3M | +11.0% | -12.0% | +22.9% | +15.2% |
| 6M | -10.7% | -18.2% | +7.5% | -5.6% |
| YTD | -4.1% | +31.4% | -35.5% | -12.2% |
| 1Y | +13.7% | +9.2% | +4.5% | +9.6% |
| 3Y | -8.1% | +94.6% | -102.6% | -26.1% |
| 5Y | +32.2% | +170.2% | -138.0% | -4.0% |
| 10Y | +681.4% | +464.3% | +217.1% | +344.3% |
| All | +2,841.8% | +9,145.3% | -6,303.6% | +696.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling