+260.9%
GDX vs IONQ
+128.7%
+132.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.3% |
| 7D | -0.4% | +0.8% | -1.2% | -0.5% |
| 30D | +18.6% | -1.0% | +19.6% | +18.6% |
| 3M | +14.9% | -39.8% | +54.7% | +18.8% |
| 6M | -6.3% | +6.4% | -12.7% | -7.1% |
| YTD | +15.7% | -11.9% | +27.7% | +15.4% |
| 1Y | +54.8% | -6.2% | +61.0% | +53.0% |
| All | +260.9% | +128.7% | +132.2% | +202.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling