-44.7%
IONQ vs GDDY
-11.8%
-32.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.3% | -5.8% | -0.8% |
| 7D | -8.9% | +11.1% | -20.0% | -7.1% |
| 30D | -31.3% | +18.6% | -49.9% | -29.1% |
| 3M | -29.2% | +32.8% | -62.0% | -25.2% |
| 6M | -35.4% | +34.0% | -69.5% | -30.9% |
| YTD | -34.2% | -4.6% | -29.5% | -40.0% |
| 1Y | -44.7% | -12.5% | -32.2% | -50.9% |
| All | -44.7% | -11.8% | -32.8% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 1y: compounded portfolio wealth divided by compounded GDDY 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…
1y analysis · Full analysis span regression · 6 months rolling