+294.8%
IONQ vs OWL
-0.3%
+295.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +2.0% |
| 7D | +0.8% | -2.2% | +3.1% | +2.8% |
| 30D | -1.0% | +3.7% | -4.7% | -4.6% |
| 3M | -39.8% | +17.5% | -57.3% | -48.7% |
| 6M | +6.4% | +18.5% | -12.1% | -10.7% |
| YTD | -11.9% | -16.3% | +4.4% | +1.1% |
| 1Y | -6.2% | -29.7% | +23.6% | +23.7% |
| 3Y | +125.7% | +14.2% | +111.5% | +79.8% |
| All | +294.8% | -0.3% | +295.1% | +225.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling