+14.7%
SNOW vs IBB
+62.7%
-48.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.8% | +2.8% | +2.6% |
| 7D | +0.2% | +2.7% | -2.5% | -2.6% |
| 30D | -21.1% | +6.3% | -27.4% | -26.1% |
| 3M | -11.9% | +11.1% | -23.0% | -22.2% |
| 6M | +91.0% | +29.2% | +61.7% | +41.1% |
| YTD | +32.7% | +30.2% | +2.5% | -4.0% |
| 1Y | +10.8% | +39.5% | -28.7% | -26.5% |
| 3Y | +86.2% | +92.3% | -6.1% | -21.2% |
| 5Y | -22.7% | +43.0% | -65.7% | -51.5% |
| All | +14.7% | +62.7% | -48.1% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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