+224.0%
IONQ vs SWK
-16.7%
+240.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.1% |
| 7D | +16.7% | +11.3% | +5.4% | +7.8% |
| 30D | -12.3% | +31.5% | -43.8% | -28.1% |
| 3M | -17.7% | +14.4% | -32.2% | -26.0% |
| 6M | -28.9% | +46.4% | -75.4% | -46.4% |
| YTD | -22.0% | +61.6% | -83.6% | -46.0% |
| 1Y | -36.8% | +78.7% | -115.5% | -59.6% |
| 3Y | +228.2% | +54.4% | +173.8% | +121.0% |
| 5Y | +91.9% | -25.3% | +117.2% | +79.6% |
| All | +224.0% | -16.7% | +240.6% | +190.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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