+32.1%
SNOW vs IWD
+135.3%
-103.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.6% |
| 7D | +4.9% | -0.2% | +5.1% | +5.3% |
| 30D | +1.5% | -0.8% | +2.3% | +2.8% |
| 3M | +39.5% | +8.0% | +31.5% | +25.1% |
| 6M | +85.9% | +18.2% | +67.7% | +45.3% |
| YTD | +52.9% | +22.3% | +30.6% | +13.7% |
| 1Y | +48.1% | +28.9% | +19.2% | +2.0% |
| 3Y | +102.2% | +71.5% | +30.6% | -7.5% |
| 5Y | +5.5% | +73.6% | -68.1% | -50.7% |
| All | +32.1% | +135.3% | -103.2% | -44.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling