-52.6%
SNAP vs IWD
+79.4%
-131.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.6% | -11.4% | -9.2% |
| 7D | -10.4% | -0.9% | -9.5% | -8.1% |
| 30D | -11.9% | +2.6% | -14.6% | -15.2% |
| 3M | -4.5% | +1.2% | -5.7% | -5.5% |
| 6M | -16.7% | +12.1% | -28.8% | -30.8% |
| YTD | -36.9% | +24.1% | -61.1% | -55.9% |
| 1Y | -30.3% | +28.5% | -58.8% | -54.1% |
| All | -52.6% | +79.4% | -131.9% | -82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling