+29.8%
SNOW vs IBKR
+682.1%
-652.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | 0.0% |
| 7D | -7.5% | -3.8% | -3.7% | -5.6% |
| 30D | -1.3% | -0.3% | -1.0% | -1.2% |
| 3M | +37.4% | +4.8% | +32.7% | +32.4% |
| 6M | +88.1% | +30.8% | +57.3% | +59.6% |
| YTD | +50.3% | +39.5% | +10.8% | +23.1% |
| 1Y | +46.0% | +43.7% | +2.3% | +17.0% |
| 3Y | +98.7% | +284.7% | -186.0% | -11.8% |
| 5Y | +3.5% | +484.9% | -481.4% | -65.6% |
| All | +29.8% | +682.1% | -652.2% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 all: compounded portfolio wealth divided by compounded IBKR 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…
all analysis · Full analysis span regression · 6 months rolling