-21.9%
IONQ vs GDDY
-32.7%
+10.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | +0.1% |
| 7D | -7.0% | -3.2% | -3.8% | -7.4% |
| 30D | -18.7% | +6.8% | -25.5% | -17.6% |
| 3M | -36.6% | +30.5% | -67.1% | -35.0% |
| 6M | +7.2% | +13.3% | -6.1% | +9.0% |
| YTD | -18.1% | -21.0% | +2.9% | -18.7% |
| 1Y | -21.9% | -34.0% | +12.1% | -19.3% |
| All | -21.9% | -32.7% | +10.8% | -19.3% |
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