+108.3%
IONQ vs AWK
+10.2%
+98.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.2% |
| 7D | +0.8% | +1.7% | -0.9% | +1.4% |
| 30D | -1.0% | +5.6% | -6.6% | +0.9% |
| 3M | -39.8% | +15.9% | -55.7% | -36.8% |
| 6M | +6.4% | +4.6% | +1.9% | +9.9% |
| YTD | -11.9% | +10.1% | -22.0% | -8.3% |
| 1Y | -6.2% | +2.1% | -8.2% | -2.7% |
| All | +108.3% | +10.2% | +98.1% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling