+32.8%
SNOW vs IYR
+41.0%
-8.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -4.8% |
| 7D | +2.8% | -1.2% | +4.0% | +4.1% |
| 30D | +6.4% | -2.9% | +9.3% | +9.2% |
| 3M | +38.1% | +0.8% | +37.3% | +36.5% |
| 6M | +100.4% | +1.9% | +98.5% | +94.2% |
| YTD | +53.7% | +9.6% | +44.1% | +38.4% |
| 1Y | +52.0% | +8.1% | +43.9% | +38.1% |
| 3Y | +114.7% | +29.2% | +85.5% | +58.0% |
| 5Y | +8.8% | +4.3% | +4.5% | +1.6% |
| All | +32.8% | +41.0% | -8.3% | +14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling