+146.2%
SN vs IWD
+30.1%
+116.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | -0.6% |
| 7D | +3.5% | -0.6% | +4.1% | +4.5% |
| 30D | +19.4% | +3.6% | +15.9% | +11.9% |
| 3M | +20.9% | +2.7% | +18.3% | +15.1% |
| 6M | +111.1% | +13.2% | +97.9% | +64.0% |
| YTD | +102.8% | +26.8% | +76.0% | +22.3% |
| 1Y | +146.2% | +29.3% | +116.9% | +42.0% |
| All | +146.2% | +30.1% | +116.1% | +42.0% |
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