+142.5%
GLD vs IONQ
+295.2%
-152.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | -0.5% | +0.8% | -1.3% | -0.5% |
| 30D | +4.4% | -1.0% | +5.4% | +4.4% |
| 3M | -1.1% | -39.8% | +38.7% | -0.3% |
| 6M | -13.8% | +6.4% | -20.2% | -14.0% |
| YTD | +2.6% | -11.9% | +14.6% | +2.5% |
| 1Y | +24.5% | -6.2% | +30.7% | +24.0% |
| 3Y | +125.8% | +125.7% | +0.1% | +119.1% |
| All | +142.5% | +295.2% | -152.7% | +132.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling