-78.7%
SNAP vs IWF
+339.6%
-418.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -1.7% |
| 7D | +2.6% | +5.3% | -2.7% | -4.7% |
| 30D | -19.6% | -8.6% | -11.0% | -7.9% |
| 3M | +0.4% | -6.5% | +6.9% | +11.0% |
| 6M | -5.9% | -5.6% | -0.3% | +2.6% |
| YTD | -35.3% | -1.5% | -33.8% | -32.6% |
| 1Y | -42.6% | -2.8% | -39.7% | -39.1% |
| 3Y | -53.9% | +67.1% | -121.0% | -77.3% |
| 5Y | -90.3% | +57.6% | -147.9% | -94.4% |
| All | -78.7% | +339.6% | -418.2% | -96.1% |
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