+144.7%
IONQ vs SNAP
-89.9%
+234.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -14.0% | +3.5% | -4.4% |
| 7D | -16.7% | -10.4% | -6.3% | -12.7% |
| 30D | -38.9% | -11.9% | -27.0% | -35.7% |
| 3M | -33.8% | -4.5% | -29.3% | -33.6% |
| 6M | -44.9% | -16.7% | -28.2% | -42.2% |
| YTD | -41.1% | -36.9% | -4.2% | -30.2% |
| 1Y | -52.3% | -30.3% | -22.0% | -45.9% |
| 3Y | +128.2% | -52.5% | +180.8% | +178.6% |
| 5Y | +37.2% | -90.4% | +127.6% | +150.5% |
| All | +144.7% | -89.9% | +234.6% | +351.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling