-39.1%
IONQ vs SNAP
-41.1%
+1.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.2% | -7.1% | -8.2% |
| 7D | +16.8% | +2.6% | +14.2% | +14.8% |
| 30D | -11.1% | -19.6% | +8.4% | 0.0% |
| 3M | -31.7% | +0.4% | -32.1% | -33.9% |
| 6M | -44.8% | -5.9% | -38.8% | -45.1% |
| YTD | -31.2% | -35.3% | +4.1% | -0.4% |
| 1Y | -39.1% | -42.6% | +3.4% | +7.9% |
| All | -39.1% | -41.1% | +1.9% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling