+40.7%
IWM vs SNOW
+8.0%
+32.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.7% | +1.2% |
| 7D | +0.1% | +2.8% | -2.7% | -0.6% |
| 30D | -1.3% | +6.4% | -7.7% | -2.6% |
| 3M | +1.6% | +38.1% | -36.5% | -4.2% |
| 6M | +13.6% | +100.4% | -86.8% | -1.8% |
| YTD | +20.8% | +53.7% | -33.0% | +9.4% |
| 1Y | +26.4% | +52.0% | -25.5% | +14.2% |
| 3Y | +60.7% | +114.7% | -54.0% | +29.6% |
| All | +40.7% | +8.0% | +32.7% | +20.0% |
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 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