+83.4%
SNOW vs IWD
+85.1%
-1.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.9% |
| 7D | +5.5% | +2.3% | +3.2% | +2.7% |
| 30D | -13.2% | +3.6% | -16.7% | -16.8% |
| 3M | -13.7% | +2.2% | -15.9% | -15.8% |
| 6M | +91.0% | +13.0% | +78.0% | +64.0% |
| YTD | +32.7% | +26.5% | +6.1% | -3.2% |
| 1Y | +13.3% | +30.1% | -16.9% | -20.7% |
| 3Y | +83.4% | +84.9% | -1.5% | -24.9% |
| All | +83.4% | +85.1% | -1.8% | -24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling