+9.5%
SNOW vs IWF
-1.6%
+11.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -2.0% |
| 7D | -14.5% | -4.2% | -10.4% | -9.4% |
| 30D | -14.3% | -8.1% | -6.1% | -4.0% |
| 3M | -8.3% | -5.1% | -3.2% | -1.3% |
| 6M | +101.5% | -1.4% | +102.9% | +108.4% |
| YTD | +32.5% | -0.1% | +32.6% | +39.2% |
| 1Y | +9.5% | -1.3% | +10.8% | +16.2% |
| All | +9.5% | -1.6% | +11.1% | +16.2% |
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