+137.1%
GDX vs IONQ
+206.2%
-69.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -1.3% |
| 7D | +0.7% | +15.3% | -14.6% | -0.5% |
| 30D | -3.8% | -6.1% | +2.3% | -3.6% |
| 3M | -5.4% | -21.6% | +16.1% | -4.2% |
| 6M | -12.7% | -40.1% | +27.4% | -10.3% |
| YTD | -0.7% | -24.1% | +23.4% | -0.3% |
| 1Y | +11.9% | -37.4% | +49.3% | +13.1% |
| 3Y | +223.9% | +219.5% | +4.4% | +179.3% |
| 5Y | +163.2% | +76.9% | +86.3% | +116.1% |
| All | +137.1% | +206.2% | -69.0% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IONQ.
Daily Out/Under-Performance
Portfolio return minus IONQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONQ 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 IONQ 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