-79.4%
SNAP vs IWD
+172.4%
-251.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | -0.8% |
| 7D | -7.3% | +1.3% | -8.6% | -8.3% |
| 30D | -18.9% | +3.6% | -22.5% | -22.0% |
| 3M | -5.3% | +2.3% | -7.6% | -7.2% |
| 6M | -16.9% | +13.0% | -30.0% | -28.0% |
| YTD | -37.4% | +26.2% | -63.6% | -52.4% |
| 1Y | -38.5% | +30.5% | -69.0% | -55.1% |
| 3Y | -55.1% | +86.2% | -141.3% | -78.0% |
| 5Y | -90.8% | +72.9% | -163.7% | -94.9% |
| All | -79.4% | +172.4% | -251.8% | -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