+29.8%
SNOW vs IRM
+396.9%
-367.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.3% |
| 7D | -7.5% | -1.8% | -5.7% | -6.8% |
| 30D | -1.3% | -7.8% | +6.4% | +2.0% |
| 3M | +37.4% | -7.9% | +45.3% | +41.4% |
| 6M | +88.1% | +6.3% | +81.7% | +78.7% |
| YTD | +50.3% | +38.2% | +12.2% | +25.5% |
| 1Y | +46.0% | +19.8% | +26.2% | +29.6% |
| 3Y | +98.7% | +98.8% | -0.1% | +29.7% |
| 5Y | +3.5% | +191.8% | -188.3% | -42.9% |
| All | +29.8% | +396.9% | -367.1% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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