+148.0%
SN vs IWD
+28.9%
+119.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.4% |
| 7D | +1.5% | +2.3% | -0.7% | -2.4% |
| 30D | +21.5% | +3.6% | +17.9% | +13.9% |
| 3M | +20.0% | +2.2% | +17.9% | +15.4% |
| 6M | +119.9% | +13.0% | +107.0% | +71.7% |
| YTD | +102.3% | +26.5% | +75.8% | +23.0% |
| 1Y | +148.0% | +30.1% | +117.8% | +41.5% |
| All | +148.0% | +28.9% | +119.1% | +41.5% |
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