+185.7%
IONQ vs OWL
+12.3%
+173.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.3% | -5.1% | -6.1% |
| 7D | +16.8% | +0.8% | +15.9% | +16.3% |
| 30D | -11.1% | +7.3% | -18.5% | -16.4% |
| 3M | -31.7% | -16.8% | -14.9% | -22.8% |
| 6M | -44.8% | +4.0% | -48.8% | -47.9% |
| YTD | -31.2% | -29.0% | -2.2% | -13.2% |
| 1Y | -39.1% | -29.7% | -9.5% | -22.4% |
| 3Y | +189.5% | -13.5% | +203.0% | +214.1% |
| 5Y | +53.2% | -21.5% | +74.6% | +60.0% |
| All | +185.7% | +12.3% | +173.5% | +176.3% |
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