+144.7%
IONQ vs SWKS
-38.5%
+183.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.1% | -8.5% | -9.1% |
| 7D | -16.7% | -9.2% | -7.5% | -10.7% |
| 30D | -38.9% | -1.9% | -37.0% | -38.1% |
| 3M | -33.8% | +21.2% | -55.0% | -44.4% |
| 6M | -44.9% | +12.9% | -57.8% | -52.0% |
| YTD | -41.1% | +30.7% | -71.8% | -55.0% |
| 1Y | -52.3% | +14.1% | -66.4% | -59.6% |
| 3Y | +128.2% | -1.7% | +129.9% | +93.9% |
| 5Y | +37.2% | -43.0% | +80.2% | +76.6% |
| All | +144.7% | -38.5% | +183.2% | +212.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 10y: compounded portfolio wealth divided by compounded SWKS 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…
10y analysis · Full analysis span regression · 6 months rolling