-16.0%
IONQ vs ITW
+4.0%
-20.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.3% |
| 7D | -5.6% | -2.4% | -3.2% | -6.3% |
| 30D | -15.2% | -9.5% | -5.7% | -17.9% |
| 3M | -34.9% | +6.6% | -41.6% | -34.0% |
| 6M | +4.9% | -1.8% | +6.7% | +2.6% |
| YTD | -17.9% | +9.0% | -26.9% | -14.3% |
| 1Y | -16.0% | +3.6% | -19.6% | -10.1% |
| All | -16.0% | +4.0% | -20.1% | -10.1% |
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