+16.5%
SNOW vs IBB
+61.0%
-44.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.7% |
| 7D | +0.2% | +0.8% | -0.5% | -0.5% |
| 30D | -19.8% | +5.2% | -25.0% | -24.0% |
| 3M | -11.6% | +8.6% | -20.2% | -20.0% |
| 6M | +94.0% | +27.8% | +66.2% | +45.0% |
| YTD | +34.8% | +28.8% | +6.0% | -1.4% |
| 1Y | +10.1% | +36.4% | -26.3% | -25.1% |
| 3Y | +84.4% | +89.3% | -5.0% | -20.6% |
| 5Y | -18.1% | +43.3% | -61.4% | -48.7% |
| All | +16.5% | +61.0% | -44.5% | -36.4% |
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