+17.6%
SNOW vs IRE
-98.1%
+115.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -14.4% | +11.8% | -2.0% |
| 7D | +5.5% | -31.8% | +37.3% | +6.9% |
| 30D | -13.2% | -71.8% | +58.6% | -10.1% |
| 3M | -13.7% | -88.9% | +75.2% | -9.1% |
| 6M | +91.0% | -95.4% | +186.3% | +99.2% |
| YTD | +32.7% | -94.2% | +126.9% | +32.1% |
| 1Y | +13.3% | -97.1% | +110.4% | +14.7% |
| All | +17.6% | -98.1% | +115.7% | +20.6% |
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