+253.1%
IONQ vs GDDY
+12.4%
+240.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.8% | -6.5% | -6.2% |
| 7D | +1.3% | -8.1% | +9.4% | +5.8% |
| 30D | -10.3% | +2.3% | -12.6% | -13.3% |
| 3M | -32.7% | +14.7% | -47.5% | -43.5% |
| 6M | +6.3% | +2.1% | +4.2% | -6.3% |
| YTD | -15.0% | -24.6% | +9.6% | -6.2% |
| 1Y | -13.3% | -37.1% | +23.8% | +11.3% |
| 3Y | +97.2% | +25.5% | +71.7% | +18.3% |
| 5Y | +278.7% | +24.2% | +254.5% | +143.4% |
| All | +253.1% | +12.4% | +240.8% | +127.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling