+202.0%
IONQ vs TW
+108.0%
+94.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.1% | +23.3% | +23.4% |
| 7D | +8.6% | +4.2% | +4.4% | +6.6% |
| 30D | -21.1% | +18.9% | -40.0% | -27.2% |
| 3M | -17.9% | +23.8% | -41.7% | -26.0% |
| 6M | -37.9% | +17.0% | -55.0% | -44.0% |
| YTD | -27.3% | +19.2% | -46.5% | -37.0% |
| 1Y | -43.2% | +20.1% | -63.3% | -51.0% |
| 3Y | +191.0% | +40.5% | +150.5% | +106.6% |
| 5Y | +69.3% | +38.0% | +31.2% | +17.3% |
| All | +202.0% | +108.0% | +94.0% | +91.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling