-78.5%
SNAP vs IWD
+173.2%
-251.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.5% |
| 7D | +6.0% | +2.3% | +3.8% | +3.1% |
| 30D | -13.8% | +3.6% | -17.4% | -17.1% |
| 3M | -0.8% | +2.2% | -2.9% | -2.6% |
| 6M | -6.2% | +13.0% | -19.2% | -18.6% |
| YTD | -34.8% | +26.5% | -61.3% | -50.6% |
| 1Y | -38.7% | +30.1% | -68.8% | -55.2% |
| 3Y | -53.5% | +84.9% | -138.3% | -77.0% |
| 5Y | -90.2% | +73.4% | -163.6% | -94.6% |
| All | -78.5% | +173.2% | -251.7% | -92.1% |
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