+142.2%
SN vs IWD
+29.9%
+112.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | -0.6% |
| 7D | +7.6% | +1.3% | +6.4% | +5.0% |
| 30D | +24.1% | +3.6% | +20.5% | +16.3% |
| 3M | +23.7% | +2.3% | +21.4% | +18.5% |
| 6M | +105.5% | +13.0% | +92.5% | +60.3% |
| YTD | +105.1% | +26.2% | +78.9% | +26.1% |
| All | +142.2% | +29.9% | +112.3% | +40.6% |
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