+150.7%
GDX vs IONQ
+39.6%
+111.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.4% | +6.2% | +0.3% |
| 7D | -6.8% | -11.5% | +4.7% | -5.9% |
| 30D | -2.1% | -8.1% | +6.0% | -1.8% |
| 3M | -7.5% | -35.8% | +28.3% | -4.8% |
| 6M | -15.2% | -47.7% | +32.6% | -11.8% |
| YTD | -4.8% | -35.6% | +30.8% | -3.2% |
| 1Y | +6.7% | -36.4% | +43.1% | +8.4% |
| 3Y | +212.7% | +150.0% | +62.7% | +170.8% |
| All | +150.7% | +39.6% | +111.1% | +101.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling