+18.4%
IWM vs SNOW
+11.0%
+7.4%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | -0.2% |
| 7D | +1.4% | +5.5% | -4.1% | +1.1% |
| 30D | +2.3% | -13.2% | +15.4% | +2.9% |
| 3M | -8.3% | -13.7% | +5.4% | -7.8% |
| 6M | -1.3% | +91.0% | -92.3% | -4.2% |
| YTD | +13.5% | +32.7% | -19.1% | +12.6% |
| 1Y | +18.4% | +13.3% | +5.1% | +18.3% |
| All | +18.4% | +11.0% | +7.4% | +18.3% |
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 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