+91.3%
SNOW vs IWD
+78.7%
+12.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.8% |
| 7D | -9.9% | -0.5% | -9.4% | -9.3% |
| 30D | -17.1% | +2.7% | -19.8% | -19.7% |
| 3M | -13.2% | +0.9% | -14.1% | -14.0% |
| 6M | +97.4% | +10.5% | +86.9% | +73.9% |
| YTD | +25.8% | +23.7% | +2.1% | -5.5% |
| 1Y | +4.2% | +28.7% | -24.5% | -26.1% |
| 3Y | +91.3% | +79.7% | +11.6% | -11.9% |
| All | +91.3% | +78.7% | +12.6% | -11.9% |
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