+265.9%
IONQ vs SW
+18.0%
+247.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.8% |
| 7D | +0.8% | -5.1% | +5.9% | +2.7% |
| 30D | -1.0% | -4.6% | +3.6% | +0.7% |
| 3M | -39.8% | +9.4% | -49.2% | -42.2% |
| 6M | +6.4% | +3.5% | +2.9% | +4.0% |
| YTD | -11.9% | +22.0% | -34.0% | -19.6% |
| 1Y | -6.2% | +2.2% | -8.4% | -9.8% |
| 3Y | +125.7% | +19.6% | +106.1% | +102.3% |
| 5Y | +296.0% | -2.3% | +298.3% | +259.6% |
| All | +265.9% | +18.0% | +247.9% | +226.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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