+18.6%
SNOW vs IP
+13.6%
+5.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.2% | +2.1% |
| 7D | +3.7% | -2.8% | +6.4% | +4.3% |
| 30D | -16.4% | +9.2% | -25.6% | -18.0% |
| 3M | -9.9% | -16.1% | +6.3% | -6.8% |
| 6M | +98.8% | +9.6% | +89.3% | +93.1% |
| YTD | +37.3% | -8.8% | +46.1% | +37.4% |
| 1Y | +11.0% | -5.5% | +16.6% | +10.0% |
| 3Y | +87.8% | +19.6% | +68.2% | +67.6% |
| 5Y | -18.4% | -13.5% | -4.9% | -24.5% |
| All | +18.6% | +13.6% | +5.0% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling