+265.9%
IONQ vs AWK
+3.2%
+262.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +0.8% | +1.7% | -0.9% | +0.8% |
| 30D | -1.0% | +5.6% | -6.6% | -1.2% |
| 3M | -39.8% | +15.9% | -55.7% | -40.4% |
| 6M | +6.4% | +4.6% | +1.9% | +6.3% |
| YTD | -11.9% | +10.1% | -22.0% | -12.8% |
| 1Y | -6.2% | +2.1% | -8.2% | -6.1% |
| 3Y | +125.7% | +9.8% | +115.9% | +111.9% |
| 5Y | +296.0% | -15.4% | +311.3% | +274.6% |
| All | +265.9% | +3.2% | +262.7% | +203.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling