+265.9%
IONQ vs ITW
+46.6%
+219.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.8% | +1.8% |
| 7D | +0.8% | -3.6% | +4.4% | +4.2% |
| 30D | -1.0% | -9.1% | +8.1% | +7.8% |
| 3M | -39.8% | +8.2% | -48.0% | -45.5% |
| 6M | +6.4% | -4.8% | +11.2% | +8.6% |
| YTD | -11.9% | +11.0% | -23.0% | -24.5% |
| 1Y | -6.2% | +4.2% | -10.4% | -15.3% |
| 3Y | +125.7% | +17.3% | +108.4% | +79.1% |
| 5Y | +296.0% | +33.0% | +263.0% | +161.0% |
| All | +265.9% | +46.6% | +219.3% | +130.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling