+18.6%
SNOW vs IONS
-46.6%
+65.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | +3.7% | -29.4% | +33.1% | +11.6% |
| 30D | -16.4% | -35.1% | +18.7% | -8.0% |
| 3M | -9.9% | -48.9% | +39.0% | +4.6% |
| 6M | +98.8% | -62.4% | +161.2% | +146.3% |
| YTD | +37.3% | -64.2% | +101.5% | +71.3% |
| 1Y | +11.0% | -60.9% | +71.9% | +34.7% |
| 3Y | +87.8% | -38.9% | +126.7% | +86.0% |
| 5Y | -18.4% | -15.6% | -2.8% | -31.5% |
| All | +18.6% | -46.6% | +65.2% | +17.2% |
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