-25.6%
SNOW vs IP
-12.0%
-13.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.5% | +2.1% |
| 7D | -9.9% | -5.1% | -4.8% | -8.7% |
| 30D | -17.1% | +8.5% | -25.6% | -19.0% |
| 3M | -13.2% | -13.8% | +0.6% | -10.1% |
| 6M | +97.4% | +5.7% | +91.7% | +91.6% |
| YTD | +25.8% | -9.1% | +34.9% | +25.8% |
| 1Y | +4.2% | -0.8% | +5.0% | +1.0% |
| 3Y | +91.3% | +14.8% | +76.5% | +58.0% |
| All | -25.6% | -12.0% | -13.6% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling