+163.5%
IONQ vs SWK
+50.4%
+113.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +13.1% | -14.6% | -8.9% |
| 7D | -8.9% | +17.9% | -26.8% | -18.2% |
| 30D | -31.3% | +31.9% | -63.2% | -42.4% |
| 3M | -29.2% | +16.6% | -45.8% | -36.0% |
| 6M | -35.4% | +61.1% | -96.6% | -52.3% |
| YTD | -34.2% | +64.2% | -98.4% | -52.7% |
| 1Y | -44.7% | +85.2% | -129.9% | -63.5% |
| All | +163.5% | +50.4% | +113.1% | +73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling