+304.7%
IONQ vs GWW
+222.6%
+82.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.1% | +4.2% |
| 7D | +7.1% | -1.5% | +8.7% | +8.2% |
| 30D | -8.9% | +1.1% | -10.0% | -9.9% |
| 3M | -35.6% | -1.0% | -34.6% | -36.2% |
| 6M | +13.3% | +16.3% | -3.0% | -1.7% |
| YTD | -9.8% | +28.5% | -38.3% | -28.4% |
| 1Y | -1.3% | +30.3% | -31.6% | -23.1% |
| 3Y | +109.3% | +91.6% | +17.7% | +15.9% |
| 5Y | +304.7% | +224.0% | +80.7% | +29.0% |
| All | +304.7% | +222.6% | +82.1% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling