+102.2%
SNOW vs IRM
+101.2%
+0.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +4.9% | +1.6% | +3.3% | +4.4% |
| 30D | +1.5% | -4.2% | +5.7% | +2.8% |
| 3M | +39.5% | -5.4% | +44.9% | +41.2% |
| 6M | +85.9% | +12.0% | +73.9% | +74.2% |
| YTD | +52.9% | +42.0% | +10.9% | +29.1% |
| 1Y | +48.1% | +29.9% | +18.2% | +29.0% |
| 3Y | +102.2% | +104.4% | -2.2% | +24.3% |
| All | +102.2% | +101.2% | +0.9% | +24.3% |
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