+14.7%
SNOW vs IWD
+142.7%
-128.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.0% | +3.5% | +2.8% |
| 7D | +0.2% | +1.3% | -1.1% | -1.5% |
| 30D | -21.1% | +3.6% | -24.7% | -24.8% |
| 3M | -11.9% | +2.3% | -14.2% | -14.5% |
| 6M | +91.0% | +13.0% | +77.9% | +60.6% |
| YTD | +32.7% | +26.2% | +6.5% | -5.4% |
| 1Y | +10.8% | +30.5% | -19.7% | -24.8% |
| 3Y | +86.2% | +86.2% | 0.0% | -24.3% |
| 5Y | -22.7% | +72.9% | -95.6% | -64.7% |
| All | +14.7% | +142.7% | -128.1% | -53.8% |
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