-39.1%
IONQ vs TW
+19.3%
-58.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.8% | -10.2% | -9.0% |
| 7D | +16.8% | +3.2% | +13.6% | +18.8% |
| 30D | -11.1% | +19.7% | -30.8% | -2.1% |
| 3M | -31.7% | +26.8% | -58.6% | -22.4% |
| 6M | -44.8% | +20.9% | -65.6% | -37.3% |
| YTD | -31.2% | +22.9% | -54.1% | -16.7% |
| 1Y | -39.1% | +20.4% | -59.5% | -25.9% |
| All | -39.1% | +19.3% | -58.4% | -25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling