+46.0%
SNOW vs ICE
-9.0%
+55.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -7.5% | -5.3% | -2.2% | -5.5% |
| 30D | -1.3% | +3.0% | -4.3% | -1.6% |
| 3M | +37.4% | +11.4% | +26.0% | +34.4% |
| 6M | +88.1% | -2.0% | +90.1% | +92.0% |
| YTD | +50.3% | -3.1% | +53.4% | +56.0% |
| 1Y | +46.0% | -8.4% | +54.4% | +41.1% |
| All | +46.0% | -9.0% | +55.0% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling