+202.0%
IONQ vs SWK
-17.8%
+219.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.4% | +23.8% | +23.7% |
| 7D | +8.6% | +11.0% | -2.4% | 0.0% |
| 30D | -21.1% | +30.1% | -51.1% | -35.0% |
| 3M | -17.9% | +14.7% | -32.5% | -26.1% |
| 6M | -37.9% | +44.5% | -82.4% | -52.8% |
| YTD | -27.3% | +59.4% | -86.7% | -49.3% |
| 1Y | -43.2% | +77.5% | -120.7% | -63.6% |
| 3Y | +191.0% | +49.5% | +141.5% | +100.3% |
| 5Y | +69.3% | -24.9% | +94.2% | +59.4% |
| All | +202.0% | -17.8% | +219.8% | +172.6% |
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