+83.4%
SNOW vs IBB
+86.1%
-2.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.1% | -2.3% |
| 7D | +5.5% | -0.5% | +6.0% | +5.9% |
| 30D | -13.2% | +4.6% | -17.7% | -15.4% |
| 3M | -13.7% | +6.8% | -20.6% | -17.6% |
| 6M | +91.0% | +23.1% | +67.9% | +64.9% |
| YTD | +32.7% | +26.0% | +6.6% | +11.9% |
| 1Y | +13.3% | +30.4% | -17.1% | -7.1% |
| 3Y | +83.4% | +85.4% | -2.1% | +10.5% |
| All | +83.4% | +86.1% | -2.7% | +10.5% |
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