+102.2%
SNOW vs IBB
+64.8%
+37.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.9% |
| 7D | +4.9% | -1.7% | +6.6% | +6.0% |
| 30D | +1.5% | +4.9% | -3.3% | -2.2% |
| 3M | +39.5% | +24.2% | +15.3% | +18.8% |
| 6M | +85.9% | +23.8% | +62.1% | +58.0% |
| YTD | +52.9% | +23.0% | +30.0% | +30.2% |
| 1Y | +48.1% | +46.2% | +1.9% | +9.6% |
| 3Y | +102.2% | +64.8% | +37.4% | +36.4% |
| All | +102.2% | +64.8% | +37.4% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling