+684.5%
SNPS vs IWD
+203.8%
+480.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -0.6% | +1.6% | -2.2% | -2.2% |
| 30D | -9.8% | +3.6% | -13.4% | -13.0% |
| 3M | +11.7% | +2.0% | +9.7% | +9.4% |
| 6M | -10.9% | +13.1% | -24.0% | -21.5% |
| YTD | -2.1% | +26.2% | -28.3% | -22.7% |
| 1Y | +14.8% | +29.6% | -14.8% | -11.8% |
| 3Y | -11.3% | +84.3% | -95.7% | -50.9% |
| 5Y | +36.2% | +73.4% | -37.2% | -19.1% |
| 10Y | +684.5% | +202.4% | +482.0% | +197.1% |
| All | +684.5% | +203.8% | +480.7% | +197.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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