+47.0%
SNOW vs IWD
+28.3%
+18.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | +8.4% | -1.2% | +9.6% | +9.2% |
| 30D | -1.0% | -1.6% | +0.7% | 0.0% |
| 3M | +38.3% | +7.0% | +31.3% | +34.4% |
| 6M | +81.3% | +17.0% | +64.3% | +62.3% |
| YTD | +51.1% | +21.6% | +29.5% | +30.4% |
| 1Y | +47.0% | +28.0% | +19.0% | +21.7% |
| All | +47.0% | +28.3% | +18.6% | +21.7% |
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