+38.9%
IGV vs SNOW
+99.4%
-60.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -1.5% | +8.4% | -9.9% | -4.1% |
| 30D | -3.0% | -1.0% | -2.1% | -3.0% |
| 3M | +9.6% | +38.3% | -28.7% | -0.5% |
| 6M | +16.1% | +81.3% | -65.2% | -4.4% |
| YTD | -3.6% | +51.1% | -54.7% | -16.8% |
| 1Y | -7.8% | +47.0% | -54.8% | -20.3% |
| All | +38.9% | +99.4% | -60.5% | +4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling