+202.0%
IONQ vs SWKS
-37.7%
+239.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.2% | +22.2% | +22.6% |
| 7D | +8.6% | -6.2% | +14.7% | +13.9% |
| 30D | -21.1% | -1.5% | -19.6% | -20.1% |
| 3M | -17.9% | +23.0% | -40.8% | -31.6% |
| 6M | -37.9% | +27.6% | -65.6% | -49.7% |
| YTD | -27.3% | +32.3% | -59.6% | -44.8% |
| 1Y | -43.2% | +20.1% | -63.3% | -53.5% |
| 3Y | +191.0% | +0.6% | +190.3% | +142.8% |
| 5Y | +69.3% | -42.3% | +111.6% | +116.5% |
| All | +202.0% | -37.7% | +239.8% | +282.4% |
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