+32.1%
SNOW vs IEF
-11.5%
+43.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +4.9% | +0.1% | +4.8% | +4.9% |
| 30D | +1.5% | -0.7% | +2.2% | +2.1% |
| 3M | +39.5% | -0.4% | +40.0% | +40.0% |
| 6M | +85.9% | -2.5% | +88.4% | +89.4% |
| YTD | +52.9% | -1.6% | +54.5% | +54.6% |
| 1Y | +48.1% | -1.3% | +49.4% | +49.4% |
| 3Y | +102.2% | +10.1% | +92.1% | +81.9% |
| 5Y | +5.5% | -8.3% | +13.8% | +5.0% |
| All | +32.1% | -11.5% | +43.6% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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