+228.2%
IONQ vs ITW
+34.9%
+193.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.3% |
| 7D | +16.7% | +0.5% | +16.2% | +16.4% |
| 30D | -12.3% | +9.1% | -21.3% | -17.2% |
| 3M | -17.7% | -1.6% | -16.2% | -17.1% |
| 6M | -28.9% | +14.5% | -43.4% | -36.9% |
| YTD | -22.0% | +19.2% | -41.2% | -35.4% |
| 1Y | -36.8% | +20.9% | -57.7% | -49.3% |
| 3Y | +228.2% | +33.1% | +195.1% | +89.2% |
| All | +228.2% | +34.9% | +193.4% | +89.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling