-17.5%
IONQ vs GLXY
-38.8%
+21.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.3% | -1.1% | -3.7% |
| 7D | -11.5% | +5.3% | -16.7% | -14.2% |
| 30D | -8.1% | -19.8% | +11.7% | +0.1% |
| 3M | -35.8% | -31.4% | -4.4% | -25.8% |
| 6M | -47.7% | -53.3% | +5.6% | -28.2% |
| YTD | -35.6% | -35.7% | +0.1% | -30.3% |
| 1Y | -36.4% | -47.2% | +10.8% | -23.3% |
| All | -17.5% | -38.8% | +21.3% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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