-78.3%
SNAP vs IWF
+362.9%
-441.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -1.6% |
| 7D | -5.0% | +0.5% | -5.5% | -5.7% |
| 30D | -0.7% | -1.4% | +0.6% | +1.0% |
| 3M | -5.0% | +0.4% | -5.5% | -5.6% |
| 6M | +3.5% | +8.5% | -4.9% | -7.0% |
| YTD | -34.2% | +3.7% | -37.9% | -36.6% |
| 1Y | -27.1% | +8.5% | -35.5% | -34.2% |
| 3Y | -43.5% | +78.5% | -122.0% | -74.8% |
| 5Y | -92.9% | +73.6% | -166.5% | -96.4% |
| All | -78.3% | +362.9% | -441.2% | -96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded IWF 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling