+67.0%
IGV vs SNOW
+18.8%
+48.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.5% |
| 7D | +2.3% | +5.5% | -3.1% | +0.7% |
| 30D | -6.0% | -13.2% | +7.2% | -2.2% |
| 3M | -4.8% | -13.7% | +9.0% | -1.1% |
| 6M | +14.2% | +91.0% | -76.8% | -7.5% |
| YTD | -4.2% | +32.7% | -36.9% | -14.5% |
| 1Y | -5.3% | +13.3% | -18.5% | -11.9% |
| 3Y | +38.8% | +83.4% | -44.6% | +6.4% |
| 5Y | +14.2% | -24.7% | +38.9% | -1.0% |
| All | +67.0% | +18.8% | +48.3% | +30.3% |
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 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