-79.2%
SNAP vs IONS
-21.5%
-57.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -3.4% | -10.7% | -13.0% |
| 7D | -10.4% | -12.6% | +2.2% | -6.5% |
| 30D | -11.9% | -11.8% | -0.1% | -8.4% |
| 3M | -4.5% | -28.4% | +23.9% | +5.4% |
| 6M | -16.7% | -48.4% | +31.7% | -0.1% |
| YTD | -36.9% | -51.0% | +14.0% | -23.2% |
| 1Y | -30.3% | -48.0% | +17.8% | -17.1% |
| 3Y | -52.5% | -17.8% | -34.7% | -54.1% |
| 5Y | -90.4% | +15.2% | -105.6% | -91.8% |
| All | -79.2% | -21.5% | -57.7% | -79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling