+108.2%
GLD vs IONQ
+217.7%
-109.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.3% | -6.5% | +1.7% |
| 7D | +4.9% | +25.5% | -20.5% | +4.4% |
| 30D | -1.3% | -11.4% | +10.1% | -1.2% |
| 3M | -4.8% | -20.5% | +15.7% | -4.5% |
| 6M | -12.5% | -28.2% | +15.7% | -12.2% |
| YTD | -4.2% | -21.2% | +17.0% | -4.3% |
| 1Y | +3.0% | -40.4% | +43.4% | +3.2% |
| 3Y | +109.1% | +214.7% | -105.6% | +102.1% |
| 5Y | +121.6% | +56.9% | +64.7% | +112.9% |
| All | +108.2% | +217.7% | -109.5% | +95.6% |
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 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