+40.6%
GLW vs IONQ
-47.0%
+87.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.5% | -4.3% | -5.4% |
| 7D | -9.5% | -8.9% | -0.6% | -6.9% |
| 30D | -25.5% | -31.3% | +5.8% | -16.7% |
| 3M | -25.6% | -29.2% | +3.6% | -18.1% |
| 6M | -25.5% | -35.4% | +9.9% | -14.0% |
| YTD | +36.4% | -34.2% | +70.5% | +55.4% |
| 1Y | +40.6% | -44.7% | +85.3% | +63.9% |
| All | +40.6% | -47.0% | +87.6% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IONQ.
Daily Out/Under-Performance
Portfolio return minus IONQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONQ 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 1y: compounded portfolio wealth divided by compounded IONQ 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…
1y analysis · Full analysis span regression · 6 months rolling