+30.5%
SNOW vs IFF
-20.6%
+51.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.7% |
| 7D | +8.4% | -3.0% | +11.4% | +9.5% |
| 30D | -1.0% | -0.9% | 0.0% | -0.8% |
| 3M | +38.3% | +11.8% | +26.5% | +32.0% |
| 6M | +81.3% | +16.5% | +64.8% | +66.9% |
| YTD | +51.1% | +26.5% | +24.6% | +33.0% |
| 1Y | +47.0% | +32.7% | +14.3% | +25.7% |
| 3Y | +99.7% | +32.0% | +67.7% | +61.4% |
| 5Y | +3.6% | -36.1% | +39.7% | +21.8% |
| All | +30.5% | -20.6% | +51.1% | +55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling