+244.0%
GLW vs IONQ
+58.7%
+185.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.4% | +8.6% | +0.4% |
| 7D | +15.5% | +16.8% | -1.2% | +12.9% |
| 30D | -19.6% | -11.1% | -8.4% | -18.6% |
| 3M | -28.5% | -31.7% | +3.2% | -25.5% |
| 6M | -39.5% | -44.8% | +5.3% | -35.4% |
| YTD | +37.2% | -31.2% | +68.4% | +41.8% |
| 1Y | +35.4% | -39.1% | +74.6% | +41.0% |
| 3Y | +359.7% | +189.5% | +170.2% | +284.8% |
| 5Y | +244.0% | +53.2% | +190.9% | +161.3% |
| All | +244.0% | +58.7% | +185.3% | +161.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling