-79.7%
SNAP vs IWD
+167.1%
-246.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.1% |
| 7D | -7.1% | -0.5% | -6.7% | -6.0% |
| 30D | -14.6% | +2.7% | -17.3% | -16.9% |
| 3M | -5.0% | +0.9% | -5.9% | -5.2% |
| 6M | -18.8% | +10.5% | -29.4% | -27.6% |
| YTD | -38.5% | +23.7% | -62.2% | -52.1% |
| 1Y | -38.1% | +28.7% | -66.8% | -54.0% |
| 3Y | -53.8% | +79.7% | -133.5% | -76.4% |
| 5Y | -90.7% | +69.7% | -160.4% | -94.7% |
| All | -79.7% | +167.1% | -246.8% | -92.4% |
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