+37.2%
IONQ vs SWK
-25.4%
+62.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.6% | -7.9% | -8.7% |
| 7D | -16.7% | +11.3% | -27.9% | -23.6% |
| 30D | -38.9% | +28.1% | -67.0% | -49.6% |
| 3M | -33.8% | +12.6% | -46.4% | -40.0% |
| 6M | -44.9% | +51.7% | -96.6% | -60.1% |
| YTD | -41.1% | +60.0% | -101.1% | -59.8% |
| 1Y | -52.3% | +72.7% | -125.0% | -69.6% |
| 3Y | +128.2% | +46.3% | +81.9% | +55.6% |
| 5Y | +37.2% | -24.6% | +61.8% | +45.6% |
| All | +37.2% | -25.4% | +62.6% | +45.6% |
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 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