+362.7%
GLW vs IONQ
+221.6%
+141.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.7% | +10.1% | +7.8% |
| 7D | +1.4% | +15.3% | -13.9% | -1.0% |
| 30D | -18.2% | -6.1% | -12.1% | -17.8% |
| 3M | -24.2% | -21.6% | -2.6% | -21.9% |
| 6M | -41.7% | -40.1% | -1.6% | -37.9% |
| YTD | +38.3% | -24.1% | +62.4% | +42.2% |
| 1Y | +38.2% | -37.4% | +75.6% | +44.0% |
| All | +362.7% | +221.6% | +141.1% | +295.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling