-6.8%
IONQ vs GLXY
-41.9%
+35.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +5.2% | +18.2% | +20.7% |
| 7D | +8.6% | -14.6% | +23.2% | +16.6% |
| 30D | -21.1% | -36.2% | +15.1% | -2.6% |
| 3M | -17.9% | -30.1% | +12.2% | -5.4% |
| 6M | -37.9% | -56.1% | +18.2% | -11.2% |
| YTD | -27.3% | -38.9% | +11.6% | -18.8% |
| 1Y | -43.2% | -55.0% | +11.8% | -24.9% |
| All | -6.8% | -41.9% | +35.1% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling