+110.9%
SNOW vs IONS
+46.3%
+64.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | +2.8% | -4.8% | +7.6% | +3.1% |
| 30D | +6.4% | +7.2% | -0.8% | +5.5% |
| 3M | +38.1% | -22.7% | +60.8% | +40.1% |
| 6M | +100.4% | -26.9% | +127.3% | +104.4% |
| YTD | +53.7% | -26.6% | +80.3% | +56.5% |
| 1Y | +52.0% | -2.1% | +54.1% | +49.4% |
| All | +110.9% | +46.3% | +64.6% | +100.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling