-44.7%
IONQ vs ITW
+24.0%
-68.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -0.7% |
| 7D | -8.9% | +6.3% | -15.2% | -7.0% |
| 30D | -31.3% | +11.1% | -42.3% | -28.9% |
| 3M | -29.2% | +0.1% | -29.3% | -29.2% |
| 6M | -35.4% | +18.1% | -53.5% | -32.1% |
| YTD | -34.2% | +21.4% | -55.6% | -27.6% |
| 1Y | -44.7% | +22.9% | -67.5% | -39.3% |
| All | -44.7% | +24.0% | -68.7% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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