+20.7%
IWM vs SNOW
-25.7%
+46.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.6% |
| 7D | -2.0% | -9.9% | +7.8% | -0.4% |
| 30D | -1.5% | -17.1% | +15.7% | +1.4% |
| 3M | -8.0% | -13.2% | +5.2% | -6.4% |
| 6M | -4.1% | +97.4% | -101.5% | -16.8% |
| YTD | +11.9% | +25.8% | -13.8% | +4.5% |
| 1Y | +15.0% | +4.2% | +10.8% | +11.1% |
| 3Y | +64.2% | +91.3% | -27.1% | +34.5% |
| All | +20.7% | -25.7% | +46.4% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling