+167.4%
IONQ vs GRAB
-76.8%
+244.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.4% | -6.4% |
| 7D | -11.5% | -5.0% | -6.5% | -9.4% |
| 30D | -8.1% | +11.3% | -19.4% | -12.9% |
| 3M | -35.8% | -12.4% | -23.4% | -32.9% |
| 6M | -47.7% | -10.7% | -37.0% | -46.0% |
| YTD | -35.6% | -35.1% | -0.6% | -23.2% |
| 1Y | -36.4% | -41.5% | +5.1% | -20.1% |
| 3Y | +150.0% | -2.7% | +152.7% | +151.7% |
| 5Y | +43.3% | -80.2% | +123.5% | +82.6% |
| All | +167.4% | -76.8% | +244.2% | +212.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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