+150.0%
IONQ vs OWL
-12.9%
+162.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.4% | -6.4% |
| 7D | -11.5% | +1.5% | -13.0% | -12.2% |
| 30D | -8.1% | +13.4% | -21.5% | -18.1% |
| 3M | -35.8% | -21.2% | -14.6% | -22.9% |
| 6M | -47.7% | +4.0% | -51.8% | -51.2% |
| YTD | -35.6% | -29.0% | -6.6% | -17.0% |
| 1Y | -36.4% | -28.4% | -8.0% | -18.3% |
| 3Y | +150.0% | -14.5% | +164.6% | +120.1% |
| All | +150.0% | -12.9% | +162.9% | +120.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling