-39.1%
IONQ vs GWW
+60.2%
-99.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.1% | -10.5% | -9.2% |
| 7D | +16.8% | +3.7% | +13.1% | +17.4% |
| 30D | -11.1% | +13.6% | -24.7% | -9.3% |
| 3M | -31.7% | +15.4% | -47.1% | -30.2% |
| 6M | -44.8% | +21.8% | -66.6% | -43.5% |
| YTD | -31.2% | +50.0% | -81.3% | -28.6% |
| 1Y | -39.1% | +60.2% | -99.4% | -32.3% |
| All | -39.1% | +60.2% | -99.4% | -32.3% |
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