+17.6%
SNOW vs IBB
+58.2%
-40.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | +1.5% |
| 7D | +10.8% | +1.6% | +9.2% | +8.9% |
| 30D | -16.5% | +6.7% | -23.2% | -22.1% |
| 3M | -10.1% | +6.3% | -16.4% | -16.8% |
| 6M | +96.5% | +23.9% | +72.6% | +52.0% |
| YTD | +36.2% | +26.6% | +9.6% | +1.4% |
| 1Y | +10.7% | +29.6% | -18.9% | -20.1% |
| 3Y | +86.2% | +86.1% | +0.2% | -18.3% |
| 5Y | -22.7% | +40.3% | -63.1% | -50.6% |
| All | +17.6% | +58.2% | -40.6% | -34.6% |
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