+6.4%
IONQ vs SNOW
+103.5%
-97.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.4% | +6.7% | +2.5% |
| 7D | +0.8% | +2.8% | -2.0% | -0.1% |
| 30D | -1.0% | +6.4% | -7.4% | -2.6% |
| 3M | -39.8% | +38.1% | -77.9% | -43.3% |
| 6M | +6.4% | +100.4% | -94.0% | -8.5% |
| All | +6.4% | +103.5% | -97.1% | -8.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling