+32.8%
SNOW vs IWF
+134.4%
-101.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +2.8% | +0.5% | +2.3% | +2.2% |
| 30D | +6.4% | -0.4% | +6.8% | +7.4% |
| 3M | +38.1% | -2.6% | +40.7% | +43.0% |
| 6M | +100.4% | +9.1% | +91.2% | +72.9% |
| YTD | +53.7% | +4.5% | +49.2% | +43.4% |
| 1Y | +52.0% | +10.1% | +41.9% | +30.4% |
| 3Y | +114.7% | +77.6% | +37.0% | -18.8% |
| 5Y | +8.8% | +73.7% | -65.0% | -53.4% |
| All | +32.8% | +134.4% | -101.6% | -62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling