+16.5%
SNPS vs IWF
+73.3%
-56.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.1% |
| 7D | -5.5% | +1.5% | -7.0% | -7.2% |
| 30D | -5.8% | -1.3% | -4.5% | -4.0% |
| 3M | -17.2% | +0.1% | -17.3% | -17.5% |
| 6M | -10.4% | +10.3% | -20.6% | -20.6% |
| YTD | -16.5% | +4.2% | -20.7% | -20.4% |
| 1Y | -35.6% | +9.3% | -44.9% | -42.0% |
| 3Y | -14.6% | +79.3% | -94.0% | -56.8% |
| 5Y | +16.5% | +73.8% | -57.3% | -35.5% |
| All | +16.5% | +73.3% | -56.9% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling