-78.5%
SNAP vs IONS
-41.2%
-37.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.4% | -5.6% | -1.2% |
| 7D | +6.0% | -26.3% | +32.3% | +14.8% |
| 30D | -13.8% | -31.9% | +18.2% | -4.2% |
| 3M | -0.8% | -48.0% | +47.2% | +19.3% |
| 6M | -6.2% | -62.6% | +56.3% | +22.4% |
| YTD | -34.8% | -63.3% | +28.4% | -14.5% |
| 1Y | -38.7% | -58.4% | +19.7% | -23.0% |
| 3Y | -53.5% | -38.2% | -15.2% | -51.5% |
| 5Y | -90.2% | -11.1% | -79.1% | -91.0% |
| All | -78.5% | -41.2% | -37.3% | -77.0% |
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