+270.4%
GLW vs IONQ
+214.5%
+55.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.2% |
| 7D | -11.1% | +16.7% | -27.8% | -12.9% |
| 30D | -28.4% | -12.3% | -16.1% | -27.5% |
| 3M | -28.8% | -17.7% | -11.1% | -27.4% |
| 6M | -39.8% | -28.9% | -10.9% | -37.5% |
| YTD | +28.7% | -22.0% | +50.8% | +30.9% |
| 1Y | +27.7% | -36.8% | +64.5% | +31.8% |
| 3Y | +331.3% | +228.2% | +103.1% | +256.2% |
| 5Y | +233.4% | +91.9% | +141.5% | +153.7% |
| All | +270.4% | +214.5% | +55.9% | +155.9% |
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 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