+432.7%
SN vs IWD
+70.8%
+361.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.3% |
| 7D | +1.4% | +1.7% | -0.3% | -1.5% |
| 30D | +16.6% | +3.2% | +13.4% | +10.3% |
| 3M | +18.3% | +2.3% | +16.0% | +13.5% |
| 6M | +103.1% | +12.9% | +90.1% | +63.3% |
| YTD | +96.7% | +26.2% | +70.5% | +30.4% |
| 1Y | +134.3% | +28.3% | +106.1% | +51.3% |
| 3Y | +425.2% | +84.4% | +340.8% | +103.7% |
| All | +432.7% | +70.8% | +361.9% | +130.2% |
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