-44.7%
IONQ vs GWW
+55.5%
-100.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.5% | -8.0% | -0.6% |
| 7D | -8.9% | +11.1% | -20.0% | -7.4% |
| 30D | -31.3% | +15.7% | -47.0% | -29.8% |
| 3M | -29.2% | +14.8% | -43.9% | -27.7% |
| 6M | -35.4% | +30.9% | -66.4% | -34.7% |
| YTD | -34.2% | +48.5% | -82.6% | -32.4% |
| 1Y | -44.7% | +57.1% | -101.8% | -39.9% |
| All | -44.7% | +55.5% | -100.1% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling