+277.7%
GLW vs IONQ
+159.6%
+118.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.4% | +2.1% | -3.5% |
| 7D | +7.7% | -11.5% | +19.2% | +9.4% |
| 30D | -18.8% | -8.1% | -10.8% | -18.2% |
| 3M | -27.7% | -35.8% | +8.1% | -24.2% |
| 6M | -44.4% | -47.7% | +3.3% | -40.3% |
| YTD | +31.3% | -35.6% | +66.9% | +36.7% |
| 1Y | +40.0% | -36.4% | +76.4% | +45.4% |
| 3Y | +339.2% | +150.0% | +189.2% | +273.9% |
| 5Y | +229.2% | +43.3% | +185.9% | +158.3% |
| All | +277.7% | +159.6% | +118.1% | +167.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling