+158.9%
SN vs IWD
+33.0%
+125.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.6% | +1.5% | -0.6% |
| 7D | +10.6% | +2.5% | +8.1% | +5.8% |
| 30D | +20.0% | +6.0% | +14.0% | +8.3% |
| 3M | +30.4% | +3.8% | +26.6% | +22.0% |
| 6M | +91.0% | +16.3% | +74.6% | +41.4% |
| YTD | +95.9% | +27.5% | +68.5% | +21.0% |
| 1Y | +158.9% | +32.8% | +126.1% | +48.2% |
| All | +158.9% | +33.0% | +125.8% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling