+52.0%
SNOW vs IFF
+34.4%
+17.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | +2.8% | -1.8% | +4.6% | +2.6% |
| 30D | +6.4% | -2.0% | +8.4% | +6.2% |
| 3M | +38.1% | +18.5% | +19.5% | +41.6% |
| 6M | +100.4% | +11.7% | +88.7% | +102.5% |
| YTD | +53.7% | +29.6% | +24.1% | +56.4% |
| 1Y | +52.0% | +35.0% | +17.0% | +55.8% |
| All | +52.0% | +34.4% | +17.5% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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