+265.9%
IONQ vs GWRE
+26.5%
+239.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -19.9% | +21.2% | +14.5% |
| 7D | +0.8% | -21.1% | +21.9% | +15.1% |
| 30D | -1.0% | +1.3% | -2.3% | -6.0% |
| 3M | -39.8% | +7.4% | -47.3% | -47.9% |
| 6M | +6.4% | +5.6% | +0.8% | -12.6% |
| YTD | -11.9% | -19.2% | +7.3% | -9.8% |
| 1Y | -6.2% | -25.1% | +19.0% | -2.4% |
| 3Y | +125.7% | +87.7% | +38.0% | -27.0% |
| 5Y | +296.0% | +32.0% | +264.0% | +91.2% |
| All | +265.9% | +26.5% | +239.4% | +83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling