+749.4%
IWD vs SNY
+241.5%
+507.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -2.3% | -3.6% | +1.3% | -0.9% |
| 30D | -1.8% | -1.9% | +0.1% | -1.1% |
| 3M | +8.0% | -2.0% | +10.0% | +8.6% |
| 6M | +17.0% | +2.5% | +14.4% | +15.2% |
| YTD | +21.3% | -7.0% | +28.2% | +23.8% |
| 1Y | +27.9% | -4.4% | +32.3% | +28.7% |
| 3Y | +70.1% | -8.4% | +78.5% | +68.1% |
| 5Y | +74.2% | +9.5% | +64.6% | +55.9% |
| 10Y | +199.6% | +64.3% | +135.3% | +119.0% |
| All | +749.4% | +241.5% | +507.8% | +295.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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