+9.5%
SNOW vs IWD
+33.0%
-23.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -2.7% |
| 7D | -14.5% | +2.5% | -17.1% | -15.5% |
| 30D | -14.3% | +6.0% | -20.2% | -16.6% |
| 3M | -8.3% | +3.8% | -12.0% | -9.8% |
| 6M | +101.5% | +16.3% | +85.2% | +88.8% |
| YTD | +32.5% | +27.5% | +5.0% | +14.4% |
| 1Y | +9.5% | +32.8% | -23.3% | -9.9% |
| All | +9.5% | +33.0% | -23.6% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling