+3.6%
SNOW vs IRM
+190.5%
-186.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.8% |
| 7D | +8.4% | +3.0% | +5.4% | +6.9% |
| 30D | -1.0% | -5.2% | +4.3% | +1.5% |
| 3M | +38.3% | -8.0% | +46.3% | +43.1% |
| 6M | +81.3% | +9.2% | +72.1% | +68.1% |
| YTD | +51.1% | +41.0% | +10.1% | +20.3% |
| 1Y | +47.0% | +23.3% | +23.7% | +25.3% |
| 3Y | +99.7% | +102.8% | -3.1% | +11.3% |
| 5Y | +3.6% | +192.8% | -189.2% | -58.7% |
| All | +3.6% | +190.5% | -186.9% | -58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling