+32.8%
SNOW vs IRM
+414.4%
-381.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.6% | -7.0% | -6.1% |
| 7D | +2.8% | -0.5% | +3.3% | +3.1% |
| 30D | +6.4% | -8.1% | +14.5% | +10.1% |
| 3M | +38.1% | -9.7% | +47.8% | +43.3% |
| 6M | +100.4% | +10.0% | +90.4% | +87.7% |
| YTD | +53.7% | +43.0% | +10.7% | +26.5% |
| 1Y | +52.0% | +32.7% | +19.3% | +28.5% |
| 3Y | +114.7% | +102.7% | +11.9% | +39.1% |
| 5Y | +8.8% | +187.6% | -178.8% | -40.6% |
| All | +32.8% | +414.4% | -381.6% | -38.3% |
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 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