+29.8%
SNOW vs IAG
+365.0%
-335.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.2% |
| 7D | -7.5% | -4.1% | -3.4% | -7.0% |
| 30D | -1.3% | +10.6% | -12.0% | -2.8% |
| 3M | +37.4% | +35.4% | +2.1% | +31.3% |
| 6M | +88.1% | -9.5% | +97.6% | +88.2% |
| YTD | +50.3% | +21.8% | +28.5% | +43.6% |
| 1Y | +46.0% | +84.1% | -38.2% | +31.3% |
| 3Y | +98.7% | +817.4% | -718.7% | +38.9% |
| 5Y | +3.5% | +830.1% | -826.6% | -32.6% |
| All | +29.8% | +365.0% | -335.2% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling