+35.5%
SNOW vs IRE
-82.8%
+118.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.2% | -10.7% | -0.7% |
| 7D | +4.9% | +58.9% | -54.0% | +3.8% |
| 30D | +1.5% | +17.2% | -15.7% | +0.9% |
| 3M | +39.5% | -58.6% | +98.1% | +39.3% |
| 6M | +85.9% | -23.5% | +109.4% | +74.7% |
| YTD | +52.9% | -47.4% | +100.4% | +44.2% |
| All | +35.5% | -82.8% | +118.4% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling