-33.8%
IONQ vs GLXY
-36.6%
+2.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -7.1% | -3.4% | -7.6% |
| 7D | -16.7% | -28.4% | +11.7% | -5.8% |
| 30D | -38.9% | -41.4% | +2.5% | -25.4% |
| 3M | -33.8% | -31.9% | -1.9% | -28.9% |
| All | -33.8% | -36.6% | +2.8% | -28.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling