+173.5%
IONQ vs SWKS
-37.2%
+210.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | +0.5% |
| 7D | -8.9% | -4.9% | -4.0% | -5.6% |
| 30D | -31.3% | -1.2% | -30.1% | -30.7% |
| 3M | -29.2% | +24.2% | -53.3% | -41.6% |
| 6M | -35.4% | +21.5% | -56.9% | -46.7% |
| YTD | -34.2% | +33.5% | -67.7% | -50.5% |
| 1Y | -44.7% | +18.9% | -63.6% | -54.6% |
| 3Y | +155.1% | +0.4% | +154.7% | +113.3% |
| 5Y | +79.8% | -44.3% | +124.1% | +131.2% |
| All | +173.5% | -37.2% | +210.7% | +243.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling