+17.1%
SNPS vs IWD
+73.6%
-56.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -4.5% |
| 7D | -11.0% | -0.3% | -10.7% | -10.7% |
| 30D | -1.7% | +0.6% | -2.3% | -2.5% |
| 3M | -20.4% | +7.2% | -27.6% | -27.4% |
| 6M | -8.6% | +16.2% | -24.8% | -25.1% |
| YTD | -16.2% | +23.3% | -39.5% | -36.4% |
| 1Y | -34.6% | +29.6% | -64.1% | -53.2% |
| 3Y | -14.5% | +70.5% | -84.9% | -56.4% |
| All | +17.1% | +73.6% | -56.5% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling