+8.6%
SNOW vs IONS
-25.7%
+34.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +1.9% |
| 7D | -9.9% | -9.4% | -0.4% | -7.4% |
| 30D | -17.1% | -10.7% | -6.4% | -14.5% |
| 3M | -13.2% | -27.7% | +14.4% | -6.4% |
| 6M | +97.4% | -48.7% | +146.1% | +129.6% |
| YTD | +25.8% | -50.2% | +75.9% | +46.5% |
| 1Y | +4.2% | -46.8% | +51.0% | +18.8% |
| 3Y | +91.3% | -14.8% | +106.2% | +77.0% |
| 5Y | -24.4% | +17.0% | -41.4% | -40.6% |
| All | +8.6% | -25.7% | +34.4% | +0.2% |
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