+173.5%
IONQ vs SWK
-15.3%
+188.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +13.1% | -14.6% | -10.2% |
| 7D | -8.9% | +17.9% | -26.8% | -19.6% |
| 30D | -31.3% | +31.9% | -63.2% | -43.9% |
| 3M | -29.2% | +16.6% | -45.8% | -37.1% |
| 6M | -35.4% | +61.1% | -96.6% | -54.4% |
| YTD | -34.2% | +64.2% | -98.4% | -55.0% |
| 1Y | -44.7% | +85.2% | -129.9% | -65.6% |
| 3Y | +155.1% | +50.2% | +104.9% | +75.3% |
| 5Y | +79.8% | -22.8% | +102.6% | +65.8% |
| All | +173.5% | -15.3% | +188.8% | +141.7% |
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