+5.5%
SNOW vs IONS
+51.6%
-46.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.1% |
| 7D | +4.9% | -5.3% | +10.2% | +6.1% |
| 30D | +1.5% | +0.3% | +1.3% | +0.9% |
| 3M | +39.5% | -22.9% | +62.4% | +46.2% |
| 6M | +85.9% | -23.4% | +109.3% | +94.7% |
| YTD | +52.9% | -28.3% | +81.3% | +62.6% |
| 1Y | +48.1% | -7.0% | +55.1% | +44.3% |
| 3Y | +102.2% | +37.6% | +64.6% | +56.7% |
| 5Y | +5.5% | +53.4% | -47.9% | -28.1% |
| All | +5.5% | +51.6% | -46.1% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling