+215.4%
IONQ vs ITW
+57.8%
+157.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.9% |
| 7D | +15.3% | -1.6% | +16.9% | +17.0% |
| 30D | -6.1% | +8.9% | -15.0% | -13.5% |
| 3M | -21.6% | -0.9% | -20.7% | -21.6% |
| 6M | -40.1% | +16.0% | -56.1% | -49.4% |
| YTD | -24.1% | +19.4% | -43.5% | -39.5% |
| 1Y | -37.4% | +20.7% | -58.1% | -51.3% |
| 3Y | +219.5% | +33.4% | +186.1% | +121.0% |
| 5Y | +76.9% | +39.1% | +37.8% | +10.7% |
| All | +215.4% | +57.8% | +157.6% | +84.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling