+14.6%
SNOW vs IAG
+300.9%
-286.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.6% | -2.7% |
| 7D | +5.5% | -7.7% | +13.2% | +6.6% |
| 30D | -13.2% | +1.6% | -14.7% | -13.6% |
| 3M | -13.7% | -2.4% | -11.3% | -13.8% |
| 6M | +91.0% | -7.8% | +98.8% | +91.4% |
| YTD | +32.7% | +5.0% | +27.6% | +29.0% |
| 1Y | +13.3% | +25.7% | -12.4% | +7.3% |
| 3Y | +83.4% | +694.5% | -611.1% | +30.8% |
| 5Y | -24.7% | +421.7% | -446.4% | -47.1% |
| All | +14.6% | +300.9% | -286.3% | -16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling