+211.3%
GDX vs IONQ
+176.2%
+35.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +23.4% | -21.3% | +0.1% |
| 7D | +13.6% | +8.6% | +5.0% | +12.5% |
| 30D | +2.5% | -21.1% | +23.6% | +4.2% |
| 3M | +4.4% | -17.9% | +22.3% | +5.5% |
| 6M | -5.2% | -37.9% | +32.7% | -2.5% |
| YTD | +2.1% | -27.3% | +29.4% | +3.0% |
| 1Y | +24.7% | -43.2% | +67.9% | +26.7% |
| 3Y | +211.3% | +191.0% | +20.3% | +163.9% |
| All | +211.3% | +176.2% | +35.1% | +163.9% |
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