+191.0%
IONQ vs SNOW
+83.9%
+107.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.4% | +21.1% | +22.0% |
| 7D | +8.6% | -9.9% | +18.5% | +16.1% |
| 30D | -21.1% | -17.1% | -4.0% | -11.4% |
| 3M | -17.9% | -13.2% | -4.6% | -10.7% |
| 6M | -37.9% | +97.4% | -135.4% | -62.5% |
| YTD | -27.3% | +25.8% | -53.1% | -40.1% |
| 1Y | -43.2% | +4.2% | -47.4% | -47.1% |
| 3Y | +191.0% | +91.3% | +99.7% | +91.8% |
| All | +191.0% | +83.9% | +107.1% | +91.8% |
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 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