+52.8%
IONQ vs GRMN
+122.2%
-69.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.3% | +23.7% | +23.7% |
| 7D | +8.6% | +4.7% | +3.9% | +4.1% |
| 30D | -21.1% | +3.4% | -24.5% | -23.9% |
| 3M | -17.9% | -5.0% | -12.8% | -14.7% |
| 6M | -37.9% | +18.6% | -56.5% | -48.3% |
| YTD | -27.3% | +42.5% | -69.8% | -49.0% |
| 1Y | -43.2% | +42.3% | -85.5% | -60.1% |
| 3Y | +191.0% | +158.5% | +32.5% | -12.1% |
| All | +52.8% | +122.2% | -69.4% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling