+94.6%
GLD vs IONQ
+177.4%
-82.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.4% | +6.6% | -2.6% |
| 7D | -5.5% | +16.8% | -22.2% | -5.8% |
| 30D | -7.0% | -11.1% | +4.1% | -6.9% |
| 3M | -12.4% | -31.7% | +19.4% | -11.8% |
| 6M | -18.0% | -44.8% | +26.7% | -17.3% |
| YTD | -10.5% | -31.2% | +20.8% | -10.3% |
| 1Y | -8.1% | -39.1% | +31.1% | -7.8% |
| 3Y | +97.7% | +189.5% | -91.8% | +91.5% |
| 5Y | +103.4% | +53.2% | +50.3% | +95.9% |
| All | +94.6% | +177.4% | -82.8% | +83.4% |
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