-79.2%
SNAP vs IWD
+168.1%
-247.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.6% | -11.4% | -10.7% |
| 7D | -10.4% | -0.9% | -9.5% | -8.8% |
| 30D | -11.9% | +2.6% | -14.6% | -14.2% |
| 3M | -4.5% | +1.2% | -5.7% | -5.2% |
| 6M | -16.7% | +12.1% | -28.8% | -27.0% |
| YTD | -36.9% | +24.1% | -61.1% | -51.1% |
| 1Y | -30.3% | +28.5% | -58.8% | -48.2% |
| 3Y | -52.5% | +79.5% | -132.0% | -75.7% |
| 5Y | -90.4% | +70.3% | -160.7% | -94.6% |
| All | -79.2% | +168.1% | -247.3% | -92.2% |
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