+69.2%
IWM vs SNOW
+73.0%
-3.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.7% |
| 7D | -2.0% | -9.9% | +7.8% | -0.8% |
| 30D | -1.5% | -17.1% | +15.7% | +0.7% |
| 3M | -8.0% | -13.2% | +5.2% | -6.7% |
| 6M | -4.1% | +97.4% | -101.5% | -14.3% |
| YTD | +11.9% | +25.8% | -13.8% | +7.0% |
| 1Y | +15.0% | +4.2% | +10.8% | +13.4% |
| All | +69.2% | +73.0% | -3.8% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling