-12.9%
SNPS vs IWD
+85.1%
-98.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.9% |
| 7D | +1.1% | +2.3% | -1.2% | -1.9% |
| 30D | -5.2% | +3.6% | -8.7% | -9.5% |
| 3M | +10.6% | +2.2% | +8.4% | +7.4% |
| 6M | -10.6% | +13.0% | -23.6% | -24.4% |
| YTD | -3.1% | +26.5% | -29.6% | -30.0% |
| 1Y | +15.6% | +30.1% | -14.6% | -19.8% |
| 3Y | -12.9% | +84.9% | -97.8% | -56.0% |
| All | -12.9% | +85.1% | -98.1% | -56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling