+268.4%
IONQ vs GWRE
+14.4%
+254.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -2.4% |
| 7D | -5.6% | -30.9% | +25.4% | +17.8% |
| 30D | -15.2% | -20.7% | +5.5% | -5.2% |
| 3M | -34.9% | +20.2% | -55.1% | -49.9% |
| 6M | +4.9% | -11.9% | +16.8% | -2.3% |
| YTD | -17.9% | -30.3% | +12.4% | -7.2% |
| 1Y | -16.0% | -44.6% | +28.6% | +17.4% |
| 3Y | +90.5% | +48.8% | +41.7% | -31.9% |
| 5Y | +268.4% | +14.8% | +253.6% | +144.3% |
| All | +268.4% | +14.4% | +254.0% | +144.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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