+102.6%
GLD vs IONQ
+214.5%
-111.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.7% |
| 7D | +2.8% | +16.7% | -13.9% | +2.4% |
| 30D | -4.0% | -12.3% | +8.3% | -3.8% |
| 3M | -8.2% | -17.7% | +9.5% | -8.0% |
| 6M | -14.8% | -28.9% | +14.1% | -14.5% |
| YTD | -6.8% | -22.0% | +15.2% | -6.8% |
| 1Y | -2.4% | -36.8% | +34.4% | -2.3% |
| 3Y | +105.8% | +228.2% | -122.5% | +98.8% |
| 5Y | +113.3% | +91.9% | +21.4% | +104.7% |
| All | +102.6% | +214.5% | -111.9% | +90.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling