+409.7%
GLW vs IONQ
+255.2%
+154.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +121.2% |
| 3Y | +400.0% | +125.7% | +274.3% | +323.7% |
| 5Y | +342.8% | +296.0% | +46.8% | +213.6% |
| All | +409.7% | +255.2% | +154.4% | +248.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling