+185.7%
IONQ vs GRMN
+169.5%
+16.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.6% | -6.8% | -7.4% |
| 7D | +16.8% | -0.1% | +16.8% | +17.0% |
| 30D | -11.1% | +3.5% | -14.7% | -13.8% |
| 3M | -31.7% | -7.3% | -24.4% | -28.0% |
| 6M | -44.8% | +21.8% | -66.5% | -54.1% |
| YTD | -31.2% | +42.8% | -74.0% | -49.9% |
| 1Y | -39.1% | +46.5% | -85.6% | -56.5% |
| 3Y | +189.5% | +158.3% | +31.2% | +9.1% |
| 5Y | +53.2% | +122.6% | -69.5% | -44.2% |
| All | +185.7% | +169.5% | +16.3% | -20.7% |
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