-15.8%
GDX vs IONQ
-46.1%
+30.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.4% | +5.4% | -2.0% |
| 7D | -4.6% | +16.8% | -21.3% | -7.9% |
| 30D | -6.2% | -11.1% | +5.0% | -4.2% |
| 3M | -10.0% | -31.7% | +21.7% | -3.0% |
| 6M | -15.8% | -44.8% | +29.0% | -7.6% |
| All | -15.8% | -46.1% | +30.3% | -7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling