+572.1%
SNPS vs IWF
+418.7%
+153.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +2.1% |
| 7D | -4.6% | -1.7% | -2.9% | -2.7% |
| 30D | -3.3% | -1.8% | -1.5% | -0.9% |
| 3M | -13.8% | +1.5% | -15.2% | -15.4% |
| 6M | -8.2% | +7.7% | -15.9% | -15.9% |
| YTD | -15.4% | +2.7% | -18.2% | -17.8% |
| 1Y | +2.4% | +6.8% | -4.3% | -4.3% |
| 3Y | -13.5% | +76.9% | -90.4% | -54.2% |
| 5Y | +19.5% | +73.4% | -53.9% | -34.2% |
| All | +572.1% | +418.7% | +153.5% | +17.1% |
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 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