+265.9%
IONQ vs SNOW
+18.1%
+247.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.4% | +6.7% | +4.7% |
| 7D | +0.8% | +2.8% | -2.0% | -2.1% |
| 30D | -1.0% | +6.4% | -7.4% | -5.5% |
| 3M | -39.8% | +38.1% | -77.9% | -51.4% |
| 6M | +6.4% | +100.4% | -94.0% | -38.7% |
| YTD | -11.9% | +53.7% | -65.6% | -38.9% |
| 1Y | -6.2% | +52.0% | -58.1% | -35.2% |
| 3Y | +125.7% | +114.7% | +11.0% | +18.5% |
| 5Y | +296.0% | +8.8% | +287.2% | +206.1% |
| All | +265.9% | +18.1% | +247.8% | +181.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling