+45.7%
IONQ vs SHW
+11.1%
+34.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.2% | -6.2% | -6.3% |
| 7D | -11.5% | +1.9% | -13.4% | -12.4% |
| 30D | -8.1% | +8.1% | -16.1% | -13.5% |
| 3M | -35.8% | -2.8% | -33.0% | -35.2% |
| 6M | -47.7% | +15.0% | -62.8% | -54.1% |
| YTD | -35.6% | +9.0% | -44.6% | -42.0% |
| 1Y | -36.4% | +4.5% | -40.9% | -40.9% |
| 3Y | +150.0% | +41.9% | +108.2% | +76.9% |
| All | +45.7% | +11.1% | +34.6% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling