+253.1%
IONQ vs ITW
+43.3%
+209.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.7% | -4.0% | -4.2% |
| 7D | +1.3% | -1.9% | +3.2% | +3.2% |
| 30D | -10.3% | -10.4% | 0.0% | -1.1% |
| 3M | -32.7% | +3.5% | -36.2% | -36.3% |
| 6M | +6.3% | -3.4% | +9.7% | +6.7% |
| YTD | -15.0% | +8.5% | -23.5% | -25.6% |
| 1Y | -13.3% | +3.2% | -16.6% | -21.2% |
| 3Y | +97.2% | +18.9% | +78.3% | +53.7% |
| 5Y | +278.7% | +35.0% | +243.7% | +154.1% |
| All | +253.1% | +43.3% | +209.8% | +126.7% |
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