+135.8%
IONQ vs SW
+40.4%
+95.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.5% | -9.0% | -9.9% |
| 7D | -16.7% | +4.7% | -21.3% | -18.3% |
| 30D | -38.9% | +5.0% | -43.9% | -40.3% |
| 3M | -33.8% | -7.3% | -26.5% | -31.7% |
| 6M | -44.9% | +15.0% | -59.9% | -48.6% |
| YTD | -41.1% | +18.5% | -59.6% | -47.0% |
| 1Y | -52.3% | +27.1% | -79.4% | -58.6% |
| All | +135.8% | +40.4% | +95.4% | +83.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling