-78.7%
SNAP vs IWD
+172.6%
-251.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.7% |
| 7D | +2.6% | +1.7% | +0.9% | +0.4% |
| 30D | -19.6% | +3.2% | -22.8% | -22.3% |
| 3M | +0.4% | +2.3% | -1.9% | -1.6% |
| 6M | -5.9% | +12.9% | -18.9% | -18.3% |
| YTD | -35.3% | +26.2% | -61.6% | -50.8% |
| 1Y | -42.6% | +28.3% | -70.8% | -57.2% |
| 3Y | -53.9% | +84.4% | -138.3% | -77.2% |
| 5Y | -90.3% | +73.0% | -163.3% | -94.6% |
| All | -78.7% | +172.6% | -251.2% | -92.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling