+93.3%
IWM vs SNOW
+18.8%
+74.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.1% |
| 7D | +1.4% | +5.5% | -4.1% | +0.6% |
| 30D | +2.3% | -13.2% | +15.4% | +4.4% |
| 3M | -8.3% | -13.7% | +5.4% | -6.7% |
| 6M | -1.3% | +91.0% | -92.3% | -12.9% |
| YTD | +13.5% | +32.7% | -19.1% | +5.5% |
| 1Y | +18.4% | +13.3% | +5.1% | +12.9% |
| 3Y | +69.6% | +83.4% | -13.8% | +42.9% |
| 5Y | +23.3% | -24.7% | +48.0% | +10.1% |
| All | +93.3% | +18.8% | +74.5% | +61.0% |
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