-79.6%
SNAP vs IONS
-42.9%
-36.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.1% | +8.1% | +1.8% |
| 7D | -10.6% | -30.3% | +19.7% | -1.3% |
| 30D | -19.7% | -37.7% | +18.0% | -8.4% |
| 3M | -6.5% | -50.5% | +43.9% | +14.0% |
| 6M | -17.8% | -62.8% | +45.0% | +7.6% |
| YTD | -38.0% | -64.4% | +26.3% | -17.9% |
| 1Y | -42.5% | -59.5% | +17.0% | -27.1% |
| 3Y | -55.8% | -39.2% | -16.6% | -53.8% |
| 5Y | -90.5% | -15.3% | -75.2% | -91.2% |
| All | -79.6% | -42.9% | -36.6% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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