+89.8%
SNOW vs IRM
+109.6%
-19.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.4% | +1.4% |
| 7D | +3.7% | -5.3% | +8.9% | +5.5% |
| 30D | -16.4% | -2.3% | -14.1% | -15.7% |
| 3M | -9.9% | -7.4% | -2.4% | -7.9% |
| 6M | +98.8% | -12.2% | +111.0% | +105.5% |
| YTD | +37.3% | +38.6% | -1.3% | +18.0% |
| 1Y | +11.0% | +14.9% | -3.8% | +2.6% |
| All | +89.8% | +109.6% | -19.8% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling