+0.3%
GLD vs IONQ
-39.6%
+39.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.3% | -6.5% | +1.2% |
| 7D | +4.9% | +25.5% | -20.5% | +2.7% |
| 30D | -1.3% | -11.4% | +10.1% | -0.5% |
| 3M | -4.8% | -20.5% | +15.7% | -3.3% |
| 6M | -12.5% | -28.2% | +15.7% | -11.0% |
| YTD | -4.2% | -21.2% | +17.0% | -4.4% |
| All | +0.3% | -39.6% | +39.9% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling