+8.4%
SNOW vs IP
-2.1%
+10.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.9% | +2.6% | +5.3% |
| 7D | +0.2% | -3.0% | +3.2% | +0.4% |
| 30D | -21.1% | +10.6% | -31.7% | -21.8% |
| 3M | -11.9% | -13.6% | +1.7% | -11.2% |
| 6M | +91.0% | +10.4% | +80.6% | +88.8% |
| YTD | +32.7% | -6.5% | +39.2% | +33.6% |
| All | +8.4% | -2.1% | +10.6% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling