+265.9%
IONQ vs SHW
+43.4%
+222.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.8% | +1.0% |
| 7D | +0.8% | -3.2% | +4.0% | +3.0% |
| 30D | -1.0% | -9.5% | +8.5% | +5.7% |
| 3M | -39.8% | +11.5% | -51.3% | -45.1% |
| 6M | +6.4% | -3.5% | +10.0% | +7.3% |
| YTD | -11.9% | +3.7% | -15.6% | -16.4% |
| 1Y | -6.2% | -7.9% | +1.8% | -4.5% |
| 3Y | +125.7% | +24.7% | +101.0% | +83.9% |
| 5Y | +296.0% | +13.6% | +282.4% | +225.2% |
| All | +265.9% | +43.4% | +222.5% | +189.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling