+11.5%
SNOW vs IRE
-97.2%
+108.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +39.6% | -37.2% | +0.7% |
| 7D | -9.9% | -27.2% | +17.3% | -9.4% |
| 30D | -17.1% | -75.1% | +58.0% | -14.4% |
| 3M | -13.2% | -77.9% | +64.6% | -10.5% |
| 6M | +97.4% | -94.6% | +192.0% | +104.6% |
| YTD | +25.8% | -91.5% | +117.3% | +23.6% |
| 1Y | +4.2% | -97.8% | +102.0% | +8.7% |
| All | +11.5% | -97.2% | +108.7% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling