+191.0%
IONQ vs AWK
+24.3%
+166.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.4% | +24.8% | +22.8% |
| 7D | +8.6% | +4.1% | +4.5% | +10.9% |
| 30D | -21.1% | +18.0% | -39.1% | -14.7% |
| 3M | -17.9% | +12.2% | -30.1% | -12.8% |
| 6M | -37.9% | +21.2% | -59.2% | -31.8% |
| YTD | -27.3% | +17.6% | -44.9% | -20.5% |
| 1Y | -43.2% | +19.2% | -62.4% | -37.6% |
| 3Y | +191.0% | +26.7% | +164.3% | +185.6% |
| All | +191.0% | +24.3% | +166.7% | +185.6% |
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