-77.8%
SNAP vs IWF
+365.0%
-442.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.3% |
| 7D | +1.5% | +1.5% | 0.0% | -0.6% |
| 30D | +1.9% | -1.3% | +3.1% | +3.5% |
| 3M | -3.9% | +0.1% | -4.0% | -4.1% |
| 6M | +5.2% | +10.3% | -5.0% | -7.6% |
| YTD | -32.7% | +4.2% | -36.9% | -35.6% |
| 1Y | -24.8% | +9.3% | -34.1% | -32.9% |
| 3Y | -42.2% | +79.3% | -121.5% | -74.4% |
| 5Y | -92.7% | +73.8% | -166.4% | -96.3% |
| All | -77.8% | +365.0% | -442.8% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling