-91.0%
SNAP vs IWD
+68.9%
-159.9%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -1.8% |
| 7D | -7.1% | -0.5% | -6.7% | -5.6% |
| 30D | -14.6% | +2.7% | -17.3% | -18.1% |
| 3M | -5.0% | +0.9% | -5.9% | -5.5% |
| 6M | -18.8% | +10.5% | -29.4% | -32.0% |
| YTD | -38.5% | +23.7% | -62.2% | -58.3% |
| 1Y | -38.1% | +28.7% | -66.8% | -61.1% |
| 3Y | -53.8% | +79.7% | -133.5% | -85.0% |
| All | -91.0% | +68.9% | -159.9% | -96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling