+439.5%
SN vs IWD
+67.4%
+372.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.0% | +3.3% |
| 7D | +7.2% | -0.5% | +7.7% | +7.9% |
| 30D | +20.4% | +2.7% | +17.7% | +15.0% |
| 3M | +23.9% | +0.9% | +23.0% | +21.8% |
| 6M | +93.0% | +10.5% | +82.5% | +61.1% |
| YTD | +99.2% | +23.7% | +75.5% | +36.8% |
| 1Y | +142.6% | +28.7% | +113.9% | +55.6% |
| 3Y | +398.8% | +79.7% | +319.1% | +101.9% |
| All | +439.5% | +67.4% | +372.1% | +141.5% |
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 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