+167.4%
IONQ vs TW
+116.1%
+51.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.8% | -7.3% | -6.8% |
| 7D | -11.5% | +3.9% | -15.4% | -13.0% |
| 30D | -8.1% | +19.9% | -28.0% | -15.5% |
| 3M | -35.8% | +25.9% | -61.7% | -42.6% |
| 6M | -47.7% | +21.1% | -68.9% | -53.5% |
| YTD | -35.6% | +23.9% | -59.5% | -45.2% |
| 1Y | -36.4% | +21.2% | -57.6% | -45.0% |
| 3Y | +150.0% | +44.8% | +105.3% | +76.0% |
| 5Y | +43.3% | +41.4% | +1.9% | -2.0% |
| All | +167.4% | +116.1% | +51.3% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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