+144.7%
IONQ vs SWK
-17.5%
+162.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.6% | -7.9% | -8.8% |
| 7D | -16.7% | +11.3% | -27.9% | -23.3% |
| 30D | -38.9% | +28.1% | -67.0% | -49.1% |
| 3M | -33.8% | +12.6% | -46.4% | -39.7% |
| 6M | -44.9% | +51.7% | -96.6% | -59.4% |
| YTD | -41.1% | +60.0% | -101.1% | -59.0% |
| 1Y | -52.3% | +72.7% | -125.0% | -68.8% |
| 3Y | +128.2% | +46.3% | +81.9% | +59.9% |
| 5Y | +37.2% | -24.6% | +61.8% | +28.9% |
| All | +144.7% | -17.5% | +162.2% | +120.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling