+4.1%
SNOW vs IYR
+5.5%
-1.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.1% |
| 7D | +8.4% | -0.9% | +9.3% | +9.5% |
| 30D | -1.0% | -2.4% | +1.4% | +1.4% |
| 3M | +38.3% | -2.0% | +40.3% | +40.6% |
| 6M | +81.3% | +2.5% | +78.8% | +74.0% |
| YTD | +51.1% | +8.3% | +42.8% | +36.4% |
| 1Y | +47.0% | +6.5% | +40.5% | +34.5% |
| 3Y | +99.7% | +29.3% | +70.4% | +40.9% |
| All | +4.1% | +5.5% | -1.4% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling