-6.9%
SNOW vs IOT
+61.2%
-68.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +4.9% | +2.8% | +2.1% | +3.6% |
| 30D | +1.5% | -1.8% | +3.3% | +2.3% |
| 3M | +39.5% | +17.9% | +21.6% | +26.4% |
| 6M | +85.9% | +13.5% | +72.3% | +72.5% |
| YTD | +52.9% | +13.3% | +39.7% | +40.3% |
| 1Y | +48.1% | -3.3% | +51.4% | +43.7% |
| 3Y | +102.2% | +31.3% | +70.8% | +51.9% |
| All | -6.9% | +61.2% | -68.1% | -51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling