+202.0%
IONQ vs SNAP
-90.2%
+292.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.6% | +26.0% | +24.5% |
| 7D | +8.6% | -7.1% | +15.7% | +11.7% |
| 30D | -21.1% | -14.6% | -6.5% | -15.9% |
| 3M | -17.9% | -5.0% | -12.9% | -17.6% |
| 6M | -37.9% | -18.8% | -19.1% | -34.3% |
| YTD | -27.3% | -38.5% | +11.2% | -13.1% |
| 1Y | -43.2% | -38.1% | -5.1% | -32.4% |
| 3Y | +191.0% | -53.8% | +244.8% | +258.5% |
| 5Y | +69.3% | -90.7% | +160.0% | +211.9% |
| All | +202.0% | -90.2% | +292.2% | +462.3% |
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