+191.0%
IONQ vs GWW
+92.7%
+98.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.7% | +24.2% | +23.8% |
| 7D | +8.6% | +6.0% | +2.6% | +5.5% |
| 30D | -21.1% | +14.0% | -35.1% | -26.2% |
| 3M | -17.9% | +12.5% | -30.4% | -22.9% |
| 6M | -37.9% | +23.6% | -61.6% | -46.1% |
| YTD | -27.3% | +43.6% | -70.9% | -44.0% |
| 1Y | -43.2% | +52.5% | -95.7% | -58.4% |
| 3Y | +191.0% | +92.6% | +98.4% | +78.3% |
| All | +191.0% | +92.7% | +98.2% | +78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling