+250.6%
GLW vs IONQ
+193.2%
+57.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +23.4% | -20.8% | -0.3% |
| 7D | -13.9% | +8.6% | -22.5% | -15.0% |
| 30D | -35.0% | -21.1% | -13.9% | -33.3% |
| 3M | -32.4% | -17.9% | -14.5% | -31.1% |
| 6M | -41.3% | -37.9% | -3.4% | -38.2% |
| YTD | +21.8% | -27.3% | +49.2% | +25.0% |
| 1Y | +21.8% | -43.2% | +65.0% | +27.1% |
| 3Y | +307.7% | +191.0% | +116.7% | +240.9% |
| 5Y | +213.7% | +69.3% | +144.4% | +140.8% |
| All | +250.6% | +193.2% | +57.3% | +144.2% |
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