+46.5%
SNOW vs IRM
+22.0%
+24.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.5% |
| 7D | -2.4% | -1.4% | -1.0% | -2.3% |
| 30D | -1.0% | -7.4% | +6.4% | -0.5% |
| 3M | +36.9% | -7.4% | +44.2% | +37.4% |
| 6M | +83.4% | +8.7% | +74.7% | +75.4% |
| YTD | +50.0% | +40.9% | +9.0% | +31.9% |
| 1Y | +46.5% | +20.5% | +26.0% | +36.5% |
| All | +46.5% | +22.0% | +24.5% | +36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling