-26.1%
SNOW vs IP
-13.5%
-12.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -3.0% |
| 7D | +5.5% | -0.3% | +5.8% | +5.6% |
| 30D | -13.2% | +7.9% | -21.1% | -15.1% |
| 3M | -13.7% | -15.3% | +1.6% | -10.2% |
| 6M | +91.0% | +10.5% | +80.5% | +83.1% |
| YTD | +32.7% | -9.4% | +42.0% | +32.8% |
| 1Y | +13.3% | -4.6% | +17.9% | +11.2% |
| 3Y | +83.4% | +21.2% | +62.1% | +46.2% |
| All | -26.1% | -13.5% | -12.6% | -26.2% |
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