+274.7%
IONQ vs GWW
+233.8%
+40.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.1% | +4.1% |
| 7D | +7.1% | -1.5% | +8.7% | +8.1% |
| 30D | -8.9% | +1.1% | -10.0% | -9.8% |
| 3M | -35.6% | -1.0% | -34.6% | -36.1% |
| 6M | +13.3% | +16.3% | -3.0% | -0.6% |
| YTD | -9.8% | +28.5% | -38.3% | -27.1% |
| 1Y | -1.3% | +30.3% | -31.6% | -21.6% |
| 3Y | +109.3% | +91.6% | +17.7% | +23.7% |
| 5Y | +304.7% | +224.0% | +80.7% | +68.8% |
| All | +274.7% | +233.8% | +40.9% | +48.2% |
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