+274.7%
IONQ vs GRMN
+158.6%
+116.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.8% |
| 7D | +7.1% | +0.2% | +6.9% | +7.0% |
| 30D | -8.9% | -11.3% | +2.4% | 0.0% |
| 3M | -35.6% | +17.7% | -53.3% | -44.9% |
| 6M | +13.3% | +14.2% | -0.9% | +0.1% |
| YTD | -9.8% | +37.0% | -46.8% | -31.8% |
| 1Y | -1.3% | +17.0% | -18.3% | -16.2% |
| 3Y | +109.3% | +183.2% | -73.9% | -29.6% |
| 5Y | +304.7% | +77.3% | +227.4% | +56.3% |
| All | +274.7% | +158.6% | +116.1% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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