+30.5%
SNOW vs IEFA
+92.9%
-62.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | +0.2% |
| 7D | +8.4% | -0.5% | +8.8% | +9.2% |
| 30D | -1.0% | -1.1% | +0.1% | +0.6% |
| 3M | +38.3% | +5.1% | +33.2% | +29.4% |
| 6M | +81.3% | +9.3% | +72.0% | +58.1% |
| YTD | +51.1% | +13.0% | +38.2% | +25.4% |
| 1Y | +47.0% | +19.2% | +27.8% | +12.8% |
| 3Y | +99.7% | +67.0% | +32.8% | -8.2% |
| 5Y | +3.6% | +51.1% | -47.5% | -45.0% |
| All | +30.5% | +92.9% | -62.3% | -35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling