+274.7%
IONQ vs SHW
+40.1%
+234.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +3.9% |
| 7D | +7.1% | -1.2% | +8.3% | +7.9% |
| 30D | -8.9% | -11.6% | +2.7% | -1.4% |
| 3M | -35.6% | +9.1% | -44.7% | -40.2% |
| 6M | +13.3% | -0.7% | +13.9% | +11.6% |
| YTD | -9.8% | +1.4% | -11.2% | -13.2% |
| 1Y | -1.3% | -12.3% | +11.0% | +4.1% |
| 3Y | +109.3% | +23.4% | +85.9% | +71.9% |
| 5Y | +304.7% | +15.0% | +289.7% | +236.5% |
| All | +274.7% | +40.1% | +234.6% | +200.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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