+3.3%
SNOW vs IFF
-35.8%
+39.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -2.4% | -3.2% | +0.7% | -1.3% |
| 30D | -1.0% | -0.3% | -0.7% | -1.0% |
| 3M | +36.9% | +8.4% | +28.4% | +32.0% |
| 6M | +83.4% | +23.0% | +60.3% | +64.3% |
| YTD | +50.0% | +25.5% | +24.5% | +31.5% |
| 1Y | +46.5% | +29.1% | +17.5% | +25.9% |
| 3Y | +93.3% | +31.7% | +61.7% | +52.1% |
| All | +3.3% | -35.8% | +39.1% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling