+3.6%
SNOW vs IAG
+804.8%
-801.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.5% |
| 7D | +8.4% | +1.7% | +6.7% | +8.2% |
| 30D | -1.0% | +11.4% | -12.4% | -2.5% |
| 3M | +38.3% | +33.0% | +5.3% | +32.4% |
| 6M | +81.3% | -6.0% | +87.3% | +80.4% |
| YTD | +51.1% | +24.6% | +26.6% | +43.9% |
| 1Y | +47.0% | +105.0% | -58.0% | +30.2% |
| 3Y | +99.7% | +837.9% | -738.2% | +39.1% |
| 5Y | +3.6% | +817.0% | -813.4% | -32.7% |
| All | +3.6% | +804.8% | -801.2% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling