+265.9%
IONQ vs SNAP
-89.2%
+355.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +3.0% |
| 7D | +0.8% | +0.7% | +0.1% | +0.4% |
| 30D | -1.0% | +2.6% | -3.7% | -3.0% |
| 3M | -39.8% | -9.9% | -29.9% | -37.9% |
| 6M | +6.4% | +1.9% | +4.6% | +2.9% |
| YTD | -11.9% | -32.2% | +20.3% | +1.9% |
| 1Y | -6.2% | -22.8% | +16.7% | +3.1% |
| 3Y | +125.7% | -47.6% | +173.3% | +164.3% |
| 5Y | +296.0% | -92.7% | +388.7% | +651.5% |
| All | +265.9% | -89.2% | +355.1% | +559.4% |
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