+17.6%
SNOW vs IWD
+142.9%
-125.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.3% |
| 7D | +10.8% | +1.7% | +9.1% | +8.4% |
| 30D | -16.5% | +3.2% | -19.7% | -20.0% |
| 3M | -10.1% | +2.3% | -12.4% | -12.7% |
| 6M | +96.5% | +12.9% | +83.6% | +65.5% |
| YTD | +36.2% | +26.2% | +9.9% | -3.0% |
| 1Y | +10.7% | +28.3% | -17.6% | -23.0% |
| 3Y | +86.2% | +84.4% | +1.8% | -23.2% |
| 5Y | -22.7% | +73.0% | -95.7% | -64.8% |
| All | +17.6% | +142.9% | -125.2% | -52.6% |
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