+227.2%
IONQ vs GRMN
+174.8%
+52.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.2% | +6.2% | +6.7% |
| 7D | +25.5% | +6.4% | +19.1% | +19.5% |
| 30D | -11.4% | +8.7% | -20.1% | -17.4% |
| 3M | -20.5% | -5.8% | -14.7% | -17.2% |
| 6M | -28.2% | +22.5% | -50.8% | -40.5% |
| YTD | -21.2% | +45.6% | -66.8% | -43.6% |
| 1Y | -40.4% | +47.5% | -87.8% | -57.6% |
| 3Y | +214.7% | +166.2% | +48.5% | +15.3% |
| 5Y | +56.9% | +124.1% | -67.2% | -43.8% |
| All | +227.2% | +174.8% | +52.4% | -10.6% |
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