+108.3%
IONQ vs SWKS
-25.5%
+133.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | -0.9% |
| 7D | +0.8% | +12.5% | -11.7% | -6.5% |
| 30D | -1.0% | +10.5% | -11.5% | -7.0% |
| 3M | -39.8% | -7.4% | -32.4% | -36.7% |
| 6M | +6.4% | +32.7% | -26.2% | -11.2% |
| YTD | -11.9% | +19.2% | -31.1% | -22.7% |
| 1Y | -6.2% | +2.4% | -8.5% | -9.9% |
| All | +108.3% | -25.5% | +133.8% | +133.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling