+21.7%
SNOW vs IRE
-97.5%
+119.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +12.1% | -10.3% | +1.4% |
| 7D | +3.7% | -15.1% | +18.8% | +3.8% |
| 30D | -16.4% | -71.4% | +54.9% | -13.9% |
| 3M | -9.9% | -81.2% | +71.3% | -6.6% |
| 6M | +98.8% | -93.7% | +192.6% | +105.0% |
| YTD | +37.3% | -92.2% | +129.5% | +35.2% |
| 1Y | +11.0% | -97.3% | +108.3% | +13.7% |
| All | +21.7% | -97.5% | +119.2% | +23.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling