-3.9%
GLD vs IONQ
-37.6%
+33.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.5% | -0.9% |
| 7D | -2.0% | +15.3% | -17.3% | -3.3% |
| 30D | -4.4% | -6.1% | +1.6% | -4.1% |
| 3M | -8.9% | -21.6% | +12.7% | -7.4% |
| 6M | -16.0% | -40.1% | +24.1% | -13.2% |
| YTD | -7.9% | -24.1% | +16.2% | -7.7% |
| 1Y | -3.9% | -37.4% | +33.5% | -3.6% |
| All | -3.9% | -37.6% | +33.7% | -3.6% |
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 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