+150.0%
IONQ vs TW
+44.1%
+106.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.8% | -7.3% | -6.4% |
| 7D | -11.5% | +3.9% | -15.4% | -11.5% |
| 30D | -8.1% | +19.9% | -28.0% | -8.3% |
| 3M | -35.8% | +25.9% | -61.7% | -36.0% |
| 6M | -47.7% | +21.1% | -68.9% | -47.5% |
| YTD | -35.6% | +23.9% | -59.5% | -36.4% |
| 1Y | -36.4% | +21.2% | -57.6% | -36.6% |
| 3Y | +150.0% | +44.8% | +105.3% | +154.2% |
| All | +150.0% | +44.1% | +106.0% | +154.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling