+274.7%
IONQ vs SNOW
+17.6%
+257.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.7% |
| 7D | +7.1% | +4.9% | +2.2% | +2.7% |
| 30D | -8.9% | +1.5% | -10.4% | -10.6% |
| 3M | -35.6% | +39.5% | -75.1% | -48.5% |
| 6M | +13.3% | +85.9% | -72.6% | -31.1% |
| YTD | -9.8% | +52.9% | -62.8% | -37.3% |
| 1Y | -1.3% | +48.1% | -49.4% | -30.7% |
| 3Y | +109.3% | +102.2% | +7.1% | +14.2% |
| 5Y | +304.7% | +5.5% | +299.2% | +215.7% |
| All | +274.7% | +17.6% | +257.2% | +189.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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