+227.2%
IONQ vs GWW
+275.5%
-48.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.7% | +7.7% | +7.9% |
| 7D | +25.5% | +5.3% | +20.2% | +21.4% |
| 30D | -11.4% | +12.4% | -23.8% | -18.0% |
| 3M | -20.5% | +13.7% | -34.2% | -27.2% |
| 6M | -28.2% | +18.0% | -46.2% | -36.9% |
| YTD | -21.2% | +44.6% | -65.8% | -41.2% |
| 1Y | -40.4% | +53.1% | -93.5% | -57.6% |
| 3Y | +214.7% | +90.2% | +124.5% | +88.9% |
| 5Y | +56.9% | +215.0% | -158.1% | -35.9% |
| All | +227.2% | +275.5% | -48.3% | +19.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling