+45.7%
IONQ vs GRMN
+119.5%
-73.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.1% | -5.3% | -5.5% |
| 7D | -11.5% | -0.9% | -10.6% | -10.6% |
| 30D | -8.1% | +1.2% | -9.3% | -9.3% |
| 3M | -35.8% | -8.9% | -26.9% | -30.9% |
| 6M | -47.7% | +23.0% | -70.7% | -57.8% |
| YTD | -35.6% | +41.2% | -76.9% | -54.4% |
| 1Y | -36.4% | +47.5% | -83.9% | -56.6% |
| 3Y | +150.0% | +155.8% | -5.7% | -23.0% |
| All | +45.7% | +119.5% | -73.8% | -33.9% |
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