+6.1%
SNOW vs IP
+12.2%
-6.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.0% | -3.3% | -6.5% |
| 7D | -18.4% | -5.0% | -13.4% | -17.6% |
| 30D | -19.8% | +6.5% | -26.3% | -20.9% |
| 3M | -14.9% | -18.0% | +3.1% | -11.7% |
| 6M | +90.2% | +10.3% | +79.9% | +84.2% |
| YTD | +22.9% | -9.9% | +32.8% | +23.3% |
| 1Y | +1.8% | -1.1% | +2.9% | -0.4% |
| 3Y | +79.7% | +13.0% | +66.7% | +63.1% |
| 5Y | -26.1% | -12.3% | -13.8% | -31.1% |
| All | +6.1% | +12.2% | -6.1% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling