+67.6%
IGV vs SNOW
+34.3%
+33.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -2.9% | -2.4% | -0.5% | -2.2% |
| 30D | -1.5% | -1.0% | -0.5% | -1.5% |
| 3M | +11.7% | +36.9% | -25.2% | +1.6% |
| 6M | +18.4% | +83.4% | -64.9% | -3.3% |
| YTD | -3.9% | +50.0% | -53.9% | -17.1% |
| 1Y | -9.7% | +46.5% | -56.2% | -22.0% |
| 3Y | +38.4% | +93.3% | -54.9% | +4.4% |
| 5Y | +21.6% | +3.3% | +18.3% | -1.8% |
| All | +67.6% | +34.3% | +33.3% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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