+95.4%
IWM vs SNOW
+20.7%
+74.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.9% |
| 7D | +0.3% | +0.2% | 0.0% | +0.2% |
| 30D | +0.6% | -19.8% | +20.4% | +3.9% |
| 3M | -6.2% | -11.6% | +5.4% | -4.9% |
| 6M | -0.8% | +94.0% | -94.8% | -12.6% |
| YTD | +14.8% | +34.8% | -20.1% | +6.4% |
| 1Y | +16.1% | +10.1% | +6.0% | +11.3% |
| 3Y | +71.5% | +84.4% | -12.9% | +44.4% |
| 5Y | +25.8% | -18.1% | +43.8% | +11.1% |
| All | +95.4% | +20.7% | +74.7% | +62.4% |
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