+14.6%
SNOW vs IWF
+118.4%
-103.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -0.8% |
| 7D | +5.5% | +2.8% | +2.7% | +1.0% |
| 30D | -13.2% | -7.5% | -5.6% | -1.4% |
| 3M | -13.7% | -8.5% | -5.3% | -0.2% |
| 6M | +91.0% | -7.4% | +98.4% | +115.9% |
| YTD | +32.7% | -2.6% | +35.3% | +38.8% |
| 1Y | +13.3% | -1.8% | +15.1% | +16.7% |
| 3Y | +83.4% | +65.5% | +17.9% | -22.3% |
| 5Y | -24.7% | +55.8% | -80.6% | -61.9% |
| All | +14.6% | +118.4% | -103.8% | -63.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling