+274.7%
IONQ vs OWL
+26.3%
+248.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.5% | +6.9% | +5.9% |
| 7D | +7.1% | -3.9% | +11.1% | +10.3% |
| 30D | -8.9% | -3.7% | -5.3% | -7.0% |
| 3M | -35.6% | +21.4% | -57.0% | -45.3% |
| 6M | +13.3% | +18.3% | -5.1% | -2.2% |
| YTD | -9.8% | -20.1% | +10.3% | +5.2% |
| 1Y | -1.3% | -32.8% | +31.5% | +29.5% |
| 3Y | +109.3% | +8.6% | +100.7% | +93.1% |
| 5Y | +304.7% | -4.5% | +309.2% | +286.5% |
| All | +274.7% | +26.3% | +248.4% | +235.1% |
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