+227.2%
IONQ vs SNAP
-90.0%
+317.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.8% | +6.5% | +7.5% |
| 7D | +25.5% | -7.3% | +32.8% | +29.4% |
| 30D | -11.4% | -18.9% | +7.5% | -3.3% |
| 3M | -20.5% | -5.3% | -15.2% | -20.1% |
| 6M | -28.2% | -16.9% | -11.3% | -24.8% |
| YTD | -21.2% | -37.4% | +16.2% | -6.5% |
| 1Y | -40.4% | -38.5% | -1.9% | -28.8% |
| 3Y | +214.7% | -55.1% | +269.8% | +292.1% |
| 5Y | +56.9% | -90.8% | +147.6% | +188.5% |
| All | +227.2% | -90.0% | +317.2% | +504.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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