+29.6%
SNOW vs IYR
+39.1%
-9.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.9% |
| 7D | -2.4% | -1.4% | -1.1% | -1.2% |
| 30D | -1.0% | -2.7% | +1.7% | +1.5% |
| 3M | +36.9% | -2.1% | +39.0% | +39.1% |
| 6M | +83.4% | +3.6% | +79.8% | +74.8% |
| YTD | +50.0% | +8.1% | +41.8% | +36.7% |
| 1Y | +46.5% | +4.7% | +41.8% | +37.3% |
| 3Y | +93.3% | +29.1% | +64.2% | +42.0% |
| 5Y | +3.3% | +6.9% | -3.6% | -4.0% |
| All | +29.6% | +39.1% | -9.6% | +12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling