+36.2%
SNOW vs IRE
-84.4%
+120.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +14.0% | -19.4% | -5.7% |
| 7D | +2.8% | +54.8% | -52.0% | +1.7% |
| 30D | +6.4% | +18.4% | -12.0% | +5.7% |
| 3M | +38.1% | -66.7% | +104.8% | +38.4% |
| 6M | +100.4% | -52.3% | +152.7% | +92.2% |
| YTD | +53.7% | -52.3% | +106.0% | +45.3% |
| All | +36.2% | -84.4% | +120.7% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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