+30.5%
SNOW vs IJR
+115.4%
-84.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.1% |
| 7D | +8.4% | -1.1% | +9.5% | +9.7% |
| 30D | -1.0% | -3.6% | +2.7% | +2.9% |
| 3M | +38.3% | +2.3% | +36.0% | +34.8% |
| 6M | +81.3% | +14.3% | +66.9% | +55.9% |
| YTD | +51.1% | +19.3% | +31.8% | +24.1% |
| 1Y | +47.0% | +22.6% | +24.4% | +16.8% |
| 3Y | +99.7% | +53.5% | +46.2% | +22.2% |
| 5Y | +3.6% | +39.9% | -36.3% | -28.5% |
| All | +30.5% | +115.4% | -84.9% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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