+227.2%
IONQ vs SNOW
+2.0%
+225.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.5% | +2.8% | +4.8% |
| 7D | +25.5% | +0.2% | +25.3% | +26.1% |
| 30D | -11.4% | -21.1% | +9.7% | +3.7% |
| 3M | -20.5% | -11.9% | -8.6% | -14.1% |
| 6M | -28.2% | +91.0% | -119.2% | -56.0% |
| YTD | -21.2% | +32.7% | -54.0% | -39.7% |
| 1Y | -40.4% | +10.8% | -51.1% | -48.8% |
| 3Y | +214.7% | +86.2% | +128.5% | +81.9% |
| 5Y | +56.9% | -22.7% | +79.6% | +41.0% |
| All | +227.2% | +2.0% | +225.2% | +177.8% |
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