+215.4%
IONQ vs AWK
+9.8%
+205.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.7% |
| 7D | +15.3% | 0.0% | +15.3% | +15.3% |
| 30D | -6.1% | +15.5% | -21.6% | -6.2% |
| 3M | -21.6% | +10.0% | -31.6% | -21.6% |
| 6M | -40.1% | +20.4% | -60.5% | -40.6% |
| YTD | -24.1% | +17.1% | -41.2% | -24.7% |
| 1Y | -37.4% | +18.3% | -55.7% | -38.2% |
| 3Y | +219.5% | +30.4% | +189.1% | +187.5% |
| 5Y | +76.9% | -2.7% | +79.6% | +66.0% |
| All | +215.4% | +9.8% | +205.6% | +162.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 10y: compounded portfolio wealth divided by compounded AWK 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…
10y analysis · Full analysis span regression · 6 months rolling