-92.6%
SNAP vs IWF
+73.9%
-166.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +0.7% | +0.5% | +0.2% | -0.1% |
| 30D | +2.6% | -0.4% | +3.0% | +3.0% |
| 3M | -9.9% | -2.6% | -7.3% | -5.9% |
| 6M | +1.9% | +9.1% | -7.3% | -11.6% |
| YTD | -32.2% | +4.5% | -36.7% | -36.4% |
| 1Y | -22.8% | +10.1% | -32.9% | -34.0% |
| 3Y | -47.6% | +77.6% | -125.2% | -81.4% |
| All | -92.6% | +73.9% | -166.5% | -97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling