+202.0%
IONQ vs SNPS
+73.3%
+128.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.3% | +21.1% | +21.7% |
| 7D | +8.6% | -3.7% | +12.3% | +12.3% |
| 30D | -21.1% | -10.4% | -10.7% | -13.9% |
| 3M | -17.9% | +11.0% | -28.8% | -25.1% |
| 6M | -37.9% | -10.7% | -27.3% | -33.3% |
| YTD | -27.3% | -4.1% | -23.2% | -26.8% |
| 1Y | -43.2% | +13.7% | -56.9% | -49.9% |
| 3Y | +191.0% | -8.1% | +199.0% | +129.4% |
| 5Y | +69.3% | +32.2% | +37.1% | -6.3% |
| All | +202.0% | +73.3% | +128.8% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 10y: compounded portfolio wealth divided by compounded SNPS 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…
10y analysis · Full analysis span regression · 6 months rolling