-8.5%
SNOW vs IOT
+54.4%
-62.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -7.5% | -0.8% | -6.7% | -7.3% |
| 30D | -1.3% | -4.7% | +3.3% | +1.0% |
| 3M | +37.4% | +17.8% | +19.7% | +24.6% |
| 6M | +88.1% | +16.8% | +71.2% | +72.3% |
| YTD | +50.3% | +8.4% | +41.9% | +40.8% |
| 1Y | +46.0% | -0.8% | +46.8% | +40.1% |
| 3Y | +98.7% | +25.7% | +72.9% | +52.4% |
| All | -8.5% | +54.4% | -62.9% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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