-52.3%
IONQ vs SWKS
+13.5%
-65.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.1% | -8.5% | -9.6% |
| 7D | -16.7% | -9.2% | -7.5% | -12.7% |
| 30D | -38.9% | -1.9% | -37.0% | -38.3% |
| 3M | -33.8% | +21.2% | -55.0% | -41.9% |
| 6M | -44.9% | +12.9% | -57.8% | -49.9% |
| YTD | -41.1% | +30.7% | -71.8% | -49.7% |
| 1Y | -52.3% | +14.1% | -66.4% | -56.2% |
| All | -52.3% | +13.5% | -65.8% | -56.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling