+304.7%
IONQ vs ITW
+36.7%
+268.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.9% |
| 7D | +7.1% | -0.4% | +7.6% | +7.6% |
| 30D | -8.9% | -9.4% | +0.5% | +0.1% |
| 3M | -35.6% | +7.1% | -42.7% | -41.5% |
| 6M | +13.3% | -1.9% | +15.1% | +11.8% |
| YTD | -9.8% | +10.4% | -20.3% | -23.4% |
| 1Y | -1.3% | +3.3% | -4.6% | -11.0% |
| 3Y | +109.3% | +21.0% | +88.2% | +55.0% |
| 5Y | +304.7% | +36.3% | +268.4% | +134.3% |
| All | +304.7% | +36.7% | +268.0% | +134.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling