+32.8%
SNOW vs IONS
+9.5%
+23.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | +2.8% | -4.8% | +7.6% | +3.8% |
| 30D | +6.4% | +7.2% | -0.8% | +3.9% |
| 3M | +38.1% | -22.7% | +60.8% | +44.7% |
| 6M | +100.4% | -26.9% | +127.3% | +112.7% |
| YTD | +53.7% | -26.6% | +80.3% | +62.3% |
| 1Y | +52.0% | -2.1% | +54.1% | +46.4% |
| 3Y | +114.7% | +43.4% | +71.2% | +68.0% |
| 5Y | +8.8% | +47.0% | -38.2% | -19.8% |
| All | +32.8% | +9.5% | +23.3% | +11.0% |
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