+447.8%
SN vs IWD
+71.2%
+376.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.5% |
| 7D | +1.5% | +2.3% | -0.7% | -2.3% |
| 30D | +21.5% | +3.6% | +17.9% | +14.3% |
| 3M | +20.0% | +2.2% | +17.9% | +15.5% |
| 6M | +119.9% | +13.0% | +107.0% | +76.9% |
| YTD | +102.3% | +26.5% | +75.8% | +33.6% |
| 1Y | +148.0% | +30.1% | +117.8% | +56.1% |
| 3Y | +450.0% | +84.9% | +365.1% | +112.4% |
| All | +447.8% | +71.2% | +376.6% | +135.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling