-77.7%
SNAP vs IWD
+166.3%
-244.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.4% | -3.2% |
| 7D | +0.7% | -0.3% | +1.0% | +1.1% |
| 30D | +2.6% | +0.6% | +2.0% | +2.0% |
| 3M | -9.9% | +7.2% | -17.1% | -17.0% |
| 6M | +1.9% | +16.2% | -14.3% | -14.9% |
| YTD | -32.2% | +23.3% | -55.6% | -47.3% |
| 1Y | -22.8% | +29.6% | -52.4% | -43.5% |
| 3Y | -47.6% | +70.5% | -118.1% | -71.7% |
| 5Y | -92.7% | +73.5% | -166.2% | -95.9% |
| All | -77.7% | +166.3% | -244.0% | -91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling