-79.7%
SNAP vs IWF
+322.8%
-402.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.8% | -4.4% |
| 7D | -7.1% | -5.0% | -2.1% | +0.5% |
| 30D | -14.6% | -13.2% | -1.4% | +5.1% |
| 3M | -5.0% | -9.4% | +4.5% | +9.8% |
| 6M | -18.8% | -8.6% | -10.3% | -7.5% |
| YTD | -38.5% | -5.3% | -33.2% | -32.3% |
| 1Y | -38.1% | -5.0% | -33.1% | -32.1% |
| 3Y | -53.8% | +64.6% | -118.4% | -76.8% |
| 5Y | -90.7% | +50.8% | -141.5% | -94.3% |
| All | -79.7% | +322.8% | -402.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling