+240.3%
IONQ vs GRAB
-78.2%
+318.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.8% |
| 7D | -7.0% | -10.8% | +3.8% | -2.3% |
| 30D | -18.7% | -15.5% | -3.2% | -12.7% |
| 3M | -36.6% | -9.0% | -27.7% | -34.5% |
| 6M | +7.2% | -21.6% | +28.8% | +19.0% |
| YTD | -18.1% | -38.9% | +20.8% | +1.5% |
| 1Y | -21.9% | -44.8% | +23.0% | +2.6% |
| 3Y | +86.7% | -18.4% | +105.2% | +104.3% |
| 5Y | +267.5% | -71.6% | +339.1% | +344.2% |
| All | +240.3% | -78.2% | +318.5% | +312.7% |
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