+32.1%
GLW vs IONQ
-39.6%
+71.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +8.3% | +0.9% | +6.6% |
| 7D | -5.9% | +25.5% | -31.3% | -12.7% |
| 30D | -26.0% | -11.4% | -14.6% | -23.8% |
| 3M | -29.9% | -20.5% | -9.4% | -25.7% |
| 6M | -37.8% | -28.2% | -9.5% | -31.6% |
| YTD | +33.1% | -21.2% | +54.4% | +43.3% |
| All | +32.1% | -39.6% | +71.7% | +47.6% |
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