+32.1%
SNOW vs IYR
+40.9%
-8.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +4.9% | -0.4% | +5.3% | +5.5% |
| 30D | +1.5% | -2.5% | +4.0% | +3.9% |
| 3M | +39.5% | +1.5% | +38.1% | +37.2% |
| 6M | +85.9% | +3.9% | +82.0% | +76.9% |
| YTD | +52.9% | +9.5% | +43.4% | +37.8% |
| 1Y | +48.1% | +7.5% | +40.7% | +35.4% |
| 3Y | +102.2% | +30.8% | +71.4% | +46.8% |
| 5Y | +5.5% | +4.8% | +0.7% | -1.6% |
| All | +32.1% | +40.9% | -8.8% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded IYR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling