-14.9%
SNPS vs IWF
+77.2%
-92.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.9% |
| 7D | -5.5% | +0.5% | -6.0% | -6.1% |
| 30D | -4.5% | -1.4% | -3.1% | -2.5% |
| 3M | -15.5% | +0.4% | -15.9% | -16.2% |
| 6M | -10.1% | +8.5% | -18.5% | -19.1% |
| YTD | -16.3% | +3.7% | -20.0% | -19.9% |
| 1Y | -34.9% | +8.5% | -43.4% | -41.1% |
| All | -14.9% | +77.2% | -92.0% | -57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling