+185.7%
IONQ vs GRAB
-76.8%
+262.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.7% | -6.7% | -8.2% |
| 7D | +16.8% | -6.9% | +23.7% | +20.4% |
| 30D | -11.1% | +8.7% | -19.9% | -14.9% |
| 3M | -31.7% | -10.2% | -21.5% | -29.4% |
| 6M | -44.8% | -11.0% | -33.8% | -42.9% |
| YTD | -31.2% | -35.1% | +3.8% | -17.9% |
| 1Y | -39.1% | -44.0% | +4.9% | -22.0% |
| 3Y | +189.5% | -0.9% | +190.4% | +189.5% |
| 5Y | +53.2% | -80.2% | +133.4% | +95.2% |
| All | +185.7% | -76.8% | +262.6% | +233.8% |
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