+52.0%
SNOW vs IWF
+10.9%
+41.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +2.8% | +0.5% | +2.3% | +2.3% |
| 30D | +6.4% | -0.4% | +6.8% | +7.2% |
| 3M | +38.1% | -2.6% | +40.7% | +43.5% |
| 6M | +100.4% | +9.1% | +91.2% | +81.8% |
| YTD | +53.7% | +4.5% | +49.2% | +50.4% |
| 1Y | +52.0% | +10.1% | +41.9% | +35.5% |
| All | +52.0% | +10.9% | +41.1% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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