+342.1%
GLW vs IONQ
+295.2%
+46.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.4% | +5.5% |
| 7D | +3.8% | +0.8% | +2.9% | +3.7% |
| 30D | -1.3% | -1.0% | -0.3% | -1.3% |
| 3M | -21.8% | -39.8% | +18.0% | -17.4% |
| 6M | +6.9% | +6.4% | +0.5% | +6.6% |
| YTD | +77.2% | -11.9% | +89.1% | +78.3% |
| 1Y | +123.2% | -6.2% | +129.4% | +121.3% |
| 3Y | +400.0% | +125.7% | +274.3% | +325.2% |
| All | +342.1% | +295.2% | +46.9% | +217.9% |
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 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