-44.7%
IONQ vs OWL
-28.0%
-16.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.1% | -4.6% | -3.7% |
| 7D | -8.9% | +10.1% | -19.0% | -15.7% |
| 30D | -31.3% | +18.7% | -50.0% | -40.1% |
| 3M | -29.2% | -6.2% | -23.0% | -26.8% |
| 6M | -35.4% | +9.8% | -45.2% | -42.4% |
| YTD | -34.2% | -24.2% | -10.0% | -20.2% |
| 1Y | -44.7% | -26.6% | -18.1% | -30.4% |
| All | -44.7% | -28.0% | -16.6% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 1y: compounded portfolio wealth divided by compounded OWL 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…
1y analysis · Full analysis span regression · 6 months rolling