+11.9%
GDX vs IONQ
-37.6%
+49.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -0.9% |
| 7D | +0.7% | +15.3% | -14.6% | -2.7% |
| 30D | -3.8% | -6.1% | +2.3% | -3.2% |
| 3M | -5.4% | -21.6% | +16.1% | -1.8% |
| 6M | -12.7% | -40.1% | +27.4% | -5.4% |
| YTD | -0.7% | -24.1% | +23.4% | +0.7% |
| 1Y | +11.9% | -37.4% | +49.3% | +16.1% |
| All | +11.9% | -37.6% | +49.5% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling