+448.1%
SN vs IWD
+70.8%
+377.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +7.6% | +1.6% | +6.0% | +4.5% |
| 30D | +22.4% | +3.6% | +18.9% | +15.1% |
| 3M | +21.7% | +2.0% | +19.6% | +17.2% |
| 6M | +102.8% | +13.1% | +89.8% | +62.8% |
| YTD | +102.4% | +26.2% | +76.2% | +34.2% |
| 1Y | +139.0% | +29.6% | +109.4% | +51.5% |
| 3Y | +440.4% | +84.3% | +356.1% | +109.6% |
| All | +448.1% | +70.8% | +377.3% | +137.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling