+104.3%
GLD vs IONQ
+193.2%
-88.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +23.4% | -24.2% | -1.3% |
| 7D | +4.7% | +8.6% | -3.9% | +4.4% |
| 30D | -0.9% | -21.1% | +20.2% | -0.5% |
| 3M | -4.4% | -17.9% | +13.5% | -4.2% |
| 6M | -13.6% | -37.9% | +24.4% | -13.0% |
| YTD | -6.0% | -27.3% | +21.3% | -5.9% |
| 1Y | +1.8% | -43.2% | +45.0% | +2.0% |
| 3Y | +103.2% | +191.0% | -87.8% | +96.7% |
| 5Y | +119.3% | +69.3% | +50.1% | +110.6% |
| All | +104.3% | +193.2% | -88.9% | +92.3% |
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