+202.0%
IONQ vs SHW
+47.9%
+154.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.4% | +24.8% | +24.3% |
| 7D | +8.6% | +3.5% | +5.1% | +5.5% |
| 30D | -21.1% | +9.2% | -30.3% | -26.3% |
| 3M | -17.9% | -5.1% | -12.8% | -16.0% |
| 6M | -37.9% | +6.8% | -44.8% | -42.2% |
| YTD | -27.3% | +7.0% | -34.3% | -33.2% |
| 1Y | -43.2% | +4.1% | -47.3% | -46.9% |
| 3Y | +191.0% | +41.1% | +149.9% | +114.7% |
| 5Y | +69.3% | +12.9% | +56.4% | +33.5% |
| All | +202.0% | +47.9% | +154.1% | +131.2% |
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