+32.8%
SNOW vs IWD
+137.3%
-104.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -4.5% |
| 7D | +2.8% | -0.3% | +3.1% | +3.4% |
| 30D | +6.4% | +0.6% | +5.8% | +5.7% |
| 3M | +38.1% | +7.2% | +30.9% | +25.2% |
| 6M | +100.4% | +16.2% | +84.2% | +60.4% |
| YTD | +53.7% | +23.3% | +30.4% | +13.0% |
| 1Y | +52.0% | +29.6% | +22.4% | +3.9% |
| 3Y | +114.7% | +70.5% | +44.2% | -0.8% |
| 5Y | +8.8% | +73.5% | -64.7% | -49.6% |
| All | +32.8% | +137.3% | -104.5% | -44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling