+16.5%
SNOW vs IWD
+142.8%
-126.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +0.2% | +1.6% | -1.3% | -1.8% |
| 30D | -19.8% | +3.6% | -23.4% | -23.6% |
| 3M | -11.6% | +2.0% | -13.7% | -13.9% |
| 6M | +94.0% | +13.1% | +81.0% | +63.1% |
| YTD | +34.8% | +26.2% | +8.6% | -3.9% |
| 1Y | +10.1% | +29.6% | -19.4% | -24.5% |
| 3Y | +84.4% | +84.3% | +0.1% | -23.9% |
| 5Y | -18.1% | +73.4% | -91.5% | -62.7% |
| All | +16.5% | +142.8% | -126.3% | -53.1% |
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