-42.5%
SNAP vs IWD
+29.9%
-72.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -10.6% | +1.6% | -12.1% | -12.5% |
| 30D | -19.7% | +3.6% | -23.3% | -24.5% |
| 3M | -6.5% | +2.0% | -8.6% | -9.2% |
| 6M | -17.8% | +13.1% | -30.8% | -33.1% |
| YTD | -38.0% | +26.2% | -64.2% | -58.2% |
| 1Y | -42.5% | +29.6% | -72.0% | -62.5% |
| All | -42.5% | +29.9% | -72.4% | -62.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling