+87.2%
IONQ vs GDDY
+28.5%
+58.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.0% | -6.4% | -4.0% |
| 7D | -5.6% | -7.0% | +1.4% | -4.3% |
| 30D | -15.2% | +6.2% | -21.4% | -16.9% |
| 3M | -34.9% | +20.0% | -55.0% | -40.7% |
| 6M | +4.9% | +6.8% | -1.9% | -1.5% |
| YTD | -17.9% | -22.3% | +4.4% | -9.4% |
| 1Y | -16.0% | -33.5% | +17.5% | +1.6% |
| All | +87.2% | +28.5% | +58.7% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling