+45.7%
IONQ vs GWRE
+26.4%
+19.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.1% | -5.3% | -5.7% |
| 7D | -11.5% | -2.0% | -9.5% | -10.5% |
| 30D | -8.1% | -4.1% | -4.0% | -7.4% |
| 3M | -35.8% | -13.4% | -22.4% | -34.1% |
| 6M | -47.7% | +26.0% | -73.7% | -63.5% |
| YTD | -35.6% | -21.3% | -14.3% | -34.9% |
| 1Y | -36.4% | -27.5% | -8.9% | -30.4% |
| 3Y | +150.0% | +72.7% | +77.4% | -23.0% |
| All | +45.7% | +26.4% | +19.3% | -6.8% |
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