+17.6%
SNOW vs IRM
+408.2%
-390.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.7% |
| 7D | +10.8% | +8.6% | +2.2% | +7.0% |
| 30D | -16.5% | 0.0% | -16.5% | -16.5% |
| 3M | -10.1% | -7.1% | -3.0% | -7.5% |
| 6M | +96.5% | -7.9% | +104.4% | +101.5% |
| YTD | +36.2% | +41.3% | -5.1% | +12.4% |
| 1Y | +10.7% | +20.7% | -10.0% | -1.7% |
| 3Y | +86.2% | +112.2% | -25.9% | +17.5% |
| 5Y | -22.7% | +191.2% | -213.9% | -57.7% |
| All | +17.6% | +408.2% | -390.6% | -45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling