+185.7%
IONQ vs SNOW
+4.7%
+181.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.8% | -8.6% | -8.9% |
| 7D | +16.8% | +10.8% | +5.9% | +9.8% |
| 30D | -11.1% | -16.5% | +5.4% | +0.3% |
| 3M | -31.7% | -10.1% | -21.6% | -27.2% |
| 6M | -44.8% | +96.5% | -141.3% | -66.7% |
| YTD | -31.2% | +36.2% | -67.4% | -48.2% |
| 1Y | -39.1% | +10.7% | -49.8% | -47.6% |
| 3Y | +189.5% | +86.2% | +103.3% | +67.6% |
| 5Y | +53.2% | -22.7% | +75.9% | +36.3% |
| All | +185.7% | +4.7% | +181.1% | +138.7% |
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