+94.8%
SNOW vs IYR
+29.2%
+65.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.6% |
| 7D | +8.4% | -0.9% | +9.3% | +9.0% |
| 30D | -1.0% | -2.4% | +1.4% | +0.3% |
| 3M | +38.3% | -2.0% | +40.3% | +39.5% |
| 6M | +81.3% | +2.5% | +78.8% | +76.9% |
| YTD | +51.1% | +8.3% | +42.8% | +42.0% |
| 1Y | +47.0% | +6.5% | +40.5% | +39.4% |
| All | +94.8% | +29.2% | +65.6% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling