+93.8%
SNOW vs IEFA
+64.1%
+29.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.3% |
| 7D | -7.5% | -2.4% | -5.1% | -5.4% |
| 30D | -1.3% | -2.1% | +0.8% | +0.7% |
| 3M | +37.4% | +5.5% | +31.9% | +30.8% |
| 6M | +88.1% | +8.1% | +79.9% | +72.5% |
| YTD | +50.3% | +11.9% | +38.4% | +32.2% |
| 1Y | +46.0% | +18.1% | +27.9% | +20.8% |
| All | +93.8% | +64.1% | +29.7% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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