+14.6%
SNOW vs IYR
+42.2%
-27.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.7% |
| 7D | +5.5% | +0.6% | +4.9% | +5.0% |
| 30D | -13.2% | +6.6% | -19.7% | -18.2% |
| 3M | -13.7% | -1.8% | -11.9% | -12.5% |
| 6M | +91.0% | +1.4% | +89.5% | +86.5% |
| YTD | +32.7% | +10.5% | +22.1% | +18.3% |
| 1Y | +13.3% | +10.6% | +2.6% | +0.8% |
| 3Y | +83.4% | +41.8% | +41.5% | +21.4% |
| 5Y | -24.7% | +6.0% | -30.7% | -30.5% |
| All | +14.6% | +42.2% | -27.6% | -2.5% |
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