-79.7%
SNAP vs IONS
-20.2%
-59.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -3.1% |
| 7D | -7.1% | -9.4% | +2.3% | -4.2% |
| 30D | -14.6% | -10.7% | -3.9% | -11.6% |
| 3M | -5.0% | -27.7% | +22.7% | +4.5% |
| 6M | -18.8% | -48.7% | +29.9% | -2.4% |
| YTD | -38.5% | -50.2% | +11.6% | -25.6% |
| 1Y | -38.1% | -46.8% | +8.7% | -26.9% |
| 3Y | -53.8% | -14.8% | -38.9% | -55.8% |
| 5Y | -90.7% | +17.0% | -107.7% | -92.0% |
| All | -79.7% | -20.2% | -59.5% | -80.0% |
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 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