+52.8%
IONQ vs SWKS
-42.6%
+95.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.2% | +22.2% | +22.5% |
| 7D | +8.6% | -6.2% | +14.7% | +14.1% |
| 30D | -21.1% | -1.5% | -19.6% | -20.0% |
| 3M | -17.9% | +23.0% | -40.8% | -32.4% |
| 6M | -37.9% | +27.6% | -65.6% | -50.5% |
| YTD | -27.3% | +32.3% | -59.6% | -46.0% |
| 1Y | -43.2% | +20.1% | -63.3% | -54.2% |
| 3Y | +191.0% | +0.6% | +190.3% | +133.3% |
| All | +52.8% | -42.6% | +95.4% | +190.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling