+45.7%
IONQ vs SNOW
-24.5%
+70.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.6% | -3.8% | -4.7% |
| 7D | -11.5% | +5.5% | -16.9% | -14.4% |
| 30D | -8.1% | -13.2% | +5.1% | +1.5% |
| 3M | -35.8% | -13.7% | -22.0% | -29.4% |
| 6M | -47.7% | +91.0% | -138.7% | -68.8% |
| YTD | -35.6% | +32.7% | -68.3% | -51.4% |
| 1Y | -36.4% | +13.3% | -49.7% | -46.8% |
| 3Y | +150.0% | +83.4% | +66.7% | +40.2% |
| All | +45.7% | -24.5% | +70.2% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling