+154.5%
GDX vs IONQ
+217.7%
-63.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +8.3% | -3.9% | +3.8% |
| 7D | +15.6% | +25.5% | -9.9% | +13.3% |
| 30D | +2.4% | -11.4% | +13.8% | +3.0% |
| 3M | +1.7% | -20.5% | +22.2% | +2.9% |
| 6M | -3.3% | -28.2% | +24.9% | -1.9% |
| YTD | +6.6% | -21.2% | +27.9% | +6.8% |
| 1Y | +27.0% | -40.4% | +67.4% | +28.5% |
| 3Y | +243.4% | +214.7% | +28.7% | +196.1% |
| 5Y | +194.2% | +56.9% | +137.3% | +141.3% |
| All | +154.5% | +217.7% | -63.1% | +98.6% |
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