-79.4%
SNAP vs IONS
-37.3%
-42.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -21.4% | +23.2% | +8.3% |
| 7D | -7.3% | -24.8% | +17.5% | +0.1% |
| 30D | -18.9% | -31.5% | +12.6% | -10.0% |
| 3M | -5.3% | -45.2% | +39.9% | +12.2% |
| 6M | -16.9% | -59.1% | +42.1% | +5.7% |
| YTD | -37.4% | -60.8% | +23.4% | -19.4% |
| 1Y | -38.5% | -57.9% | +19.4% | -22.9% |
| 3Y | -55.1% | -34.5% | -20.6% | -53.9% |
| 5Y | -90.8% | -8.8% | -82.0% | -91.6% |
| All | -79.4% | -37.3% | -42.1% | -78.3% |
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