+150.0%
IONQ vs SNOW
+81.8%
+68.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.6% | -3.8% | -4.9% |
| 7D | -11.5% | +5.5% | -16.9% | -14.1% |
| 30D | -8.1% | -13.2% | +5.1% | +0.6% |
| 3M | -35.8% | -13.7% | -22.0% | -29.9% |
| 6M | -47.7% | +91.0% | -138.7% | -67.2% |
| YTD | -35.6% | +32.7% | -68.3% | -48.8% |
| 1Y | -36.4% | +13.3% | -49.7% | -43.9% |
| 3Y | +150.0% | +83.4% | +66.7% | +51.3% |
| All | +150.0% | +81.8% | +68.2% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling