+72.6%
IGV vs SNOW
+37.6%
+35.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.4% | +3.2% | -0.6% |
| 7D | -4.5% | +2.8% | -7.3% | -5.6% |
| 30D | +3.2% | +6.4% | -3.2% | +1.1% |
| 3M | +4.5% | +38.1% | -33.6% | -5.2% |
| 6M | +22.1% | +100.4% | -78.3% | -2.8% |
| YTD | -1.0% | +53.7% | -54.8% | -15.2% |
| 1Y | -2.1% | +52.0% | -54.1% | -16.4% |
| 3Y | +44.6% | +114.7% | -70.1% | +5.7% |
| 5Y | +22.2% | +8.8% | +13.4% | -2.6% |
| All | +72.6% | +37.6% | +35.0% | +29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling