+240.3%
IONQ vs GDDY
+17.8%
+222.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -1.2% |
| 7D | -7.0% | -3.2% | -3.8% | -5.8% |
| 30D | -18.7% | +6.8% | -25.5% | -23.3% |
| 3M | -36.6% | +30.5% | -67.1% | -51.0% |
| 6M | +7.2% | +13.3% | -6.1% | -12.2% |
| YTD | -18.1% | -21.0% | +2.9% | -12.0% |
| 1Y | -21.9% | -34.0% | +12.1% | -2.7% |
| 3Y | +86.7% | +33.1% | +53.7% | +7.7% |
| 5Y | +267.5% | +30.3% | +237.2% | +129.7% |
| All | +240.3% | +17.8% | +222.5% | +112.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling