+167.4%
IONQ vs ITW
+57.1%
+110.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.3% | -6.7% | -6.6% |
| 7D | -11.5% | +2.3% | -13.8% | -13.1% |
| 30D | -8.1% | +6.7% | -14.8% | -13.6% |
| 3M | -35.8% | -0.5% | -35.2% | -36.0% |
| 6M | -47.7% | +16.4% | -64.1% | -56.0% |
| YTD | -35.6% | +19.0% | -54.6% | -48.5% |
| 1Y | -36.4% | +20.2% | -56.6% | -50.3% |
| 3Y | +150.0% | +33.1% | +117.0% | +73.4% |
| 5Y | +43.3% | +35.7% | +7.6% | -9.3% |
| All | +167.4% | +57.1% | +110.3% | +56.9% |
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