+26.4%
IWM vs SNOW
+51.4%
-25.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.7% | +0.6% |
| 7D | +0.1% | +2.8% | -2.7% | -0.1% |
| 30D | -1.3% | +6.4% | -7.7% | -1.7% |
| 3M | +1.6% | +38.1% | -36.5% | -0.2% |
| 6M | +13.6% | +100.4% | -86.8% | +9.0% |
| YTD | +20.8% | +53.7% | -33.0% | +19.3% |
| 1Y | +26.4% | +52.0% | -25.5% | +24.9% |
| All | +26.4% | +51.4% | -25.0% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling