+111.6%
SNOW vs IP
+21.5%
+90.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.2% | -7.6% | -5.7% |
| 7D | +2.8% | -5.3% | +8.1% | +3.5% |
| 30D | +6.4% | -10.9% | +17.3% | +7.9% |
| 3M | +38.1% | +11.2% | +26.9% | +35.4% |
| 6M | +100.4% | -10.2% | +110.6% | +101.7% |
| YTD | +53.7% | -2.0% | +55.7% | +52.7% |
| 1Y | +52.0% | -19.1% | +71.0% | +55.6% |
| All | +111.6% | +21.5% | +90.1% | +107.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling