+1.0%
IONQ vs GLXY
-38.3%
+39.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +6.2% | +2.1% | +5.1% |
| 7D | +25.5% | -0.5% | +26.0% | +24.6% |
| 30D | -11.4% | -28.6% | +17.2% | +3.3% |
| 3M | -20.5% | -28.1% | +7.6% | -9.7% |
| 6M | -28.2% | -52.0% | +23.8% | -2.0% |
| YTD | -21.2% | -35.1% | +13.9% | -14.6% |
| 1Y | -40.4% | -54.0% | +13.6% | -21.9% |
| All | +1.0% | -38.3% | +39.3% | +8.8% |
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