+227.2%
IONQ vs OWL
+16.8%
+210.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.6% | +2.7% | +4.1% |
| 7D | +25.5% | -2.4% | +27.8% | +27.7% |
| 30D | -11.4% | +9.3% | -20.7% | -17.9% |
| 3M | -20.5% | -11.0% | -9.5% | -14.9% |
| 6M | -28.2% | +2.4% | -30.7% | -32.0% |
| YTD | -21.2% | -26.2% | +4.9% | -3.7% |
| 1Y | -40.4% | -27.4% | -12.9% | -25.8% |
| 3Y | +214.7% | -8.7% | +223.4% | +227.1% |
| 5Y | +56.9% | -19.3% | +76.2% | +59.0% |
| All | +227.2% | +16.8% | +210.5% | +206.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling