+675.0%
SNPS vs IWF
+392.3%
+282.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | -2.2% |
| 7D | -0.2% | -1.1% | +0.9% | +0.9% |
| 30D | -8.0% | -8.3% | +0.2% | +1.8% |
| 3M | +12.5% | -5.6% | +18.0% | +20.8% |
| 6M | -10.5% | -5.4% | -5.1% | -4.6% |
| YTD | -1.6% | -1.2% | -0.4% | +0.2% |
| 1Y | +16.8% | -2.7% | +19.5% | +21.1% |
| 3Y | -10.9% | +67.8% | -78.7% | -49.8% |
| 5Y | +35.8% | +60.1% | -24.3% | -18.1% |
| 10Y | +675.0% | +392.2% | +282.8% | +37.3% |
| All | +675.0% | +392.3% | +282.7% | +37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling