+16.1%
IWM vs SNOW
+10.2%
+6.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.8% |
| 7D | +0.3% | +0.2% | 0.0% | +0.2% |
| 30D | +0.6% | -19.8% | +20.4% | +1.6% |
| 3M | -6.2% | -11.6% | +5.4% | -5.8% |
| 6M | -0.8% | +94.0% | -94.8% | -4.1% |
| YTD | +14.8% | +34.8% | -20.1% | +14.0% |
| 1Y | +16.1% | +10.1% | +6.0% | +17.5% |
| All | +16.1% | +10.2% | +6.0% | +17.5% |
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