+294.8%
IONQ vs SWK
-38.7%
+333.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.6% |
| 7D | +0.8% | -0.4% | +1.3% | +1.1% |
| 30D | -1.0% | -5.7% | +4.7% | +3.5% |
| 3M | -39.8% | +24.1% | -63.9% | -48.8% |
| 6M | +6.4% | +24.7% | -18.3% | -10.7% |
| YTD | -11.9% | +33.9% | -45.9% | -30.5% |
| 1Y | -6.2% | +34.7% | -40.8% | -27.7% |
| 3Y | +125.7% | +15.3% | +110.4% | +87.9% |
| All | +294.8% | -38.7% | +333.5% | +380.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling