+202.0%
IONQ vs OWL
+10.6%
+191.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.7% | +24.1% | +24.0% |
| 7D | +8.6% | -4.9% | +13.5% | +12.5% |
| 30D | -21.1% | +7.8% | -28.9% | -26.3% |
| 3M | -17.9% | -12.7% | -5.2% | -10.8% |
| 6M | -37.9% | -2.8% | -35.1% | -38.8% |
| YTD | -27.3% | -30.1% | +2.8% | -7.5% |
| 1Y | -43.2% | -29.1% | -14.1% | -28.2% |
| 3Y | +191.0% | -12.3% | +203.3% | +211.4% |
| 5Y | +69.3% | -27.5% | +96.8% | +79.7% |
| All | +202.0% | +10.6% | +191.5% | +194.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling