+185.7%
IONQ vs GWW
+289.8%
-104.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.1% | -10.5% | -10.1% |
| 7D | +16.8% | +3.7% | +13.1% | +14.0% |
| 30D | -11.1% | +13.6% | -24.7% | -18.3% |
| 3M | -31.7% | +15.4% | -47.1% | -38.1% |
| 6M | -44.8% | +21.8% | -66.6% | -52.4% |
| YTD | -31.2% | +50.0% | -81.3% | -49.9% |
| 1Y | -39.1% | +60.2% | -99.4% | -58.0% |
| 3Y | +189.5% | +94.4% | +95.1% | +71.7% |
| 5Y | +53.2% | +221.8% | -168.7% | -38.5% |
| All | +185.7% | +289.8% | -104.0% | +2.0% |
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