+213.5%
GDX vs IONQ
+191.4%
+22.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.4% | +5.4% | -3.1% |
| 7D | -4.6% | +16.8% | -21.3% | -6.0% |
| 30D | -6.2% | -11.1% | +5.0% | -5.6% |
| 3M | -10.0% | -31.7% | +21.7% | -7.6% |
| 6M | -15.8% | -44.8% | +29.0% | -12.5% |
| YTD | -4.6% | -31.2% | +26.6% | -3.3% |
| 1Y | +4.0% | -39.1% | +43.2% | +5.7% |
| All | +213.5% | +191.4% | +22.1% | +168.7% |
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