+105.9%
GLD vs IONQ
+137.6%
-31.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -10.5% | +11.3% | +1.0% |
| 7D | +1.9% | -16.7% | +18.6% | +2.3% |
| 30D | -1.8% | -38.9% | +37.2% | -0.8% |
| 3M | -3.6% | -33.8% | +30.2% | -2.9% |
| 6M | -10.2% | -44.9% | +34.7% | -9.3% |
| YTD | -5.3% | -41.1% | +35.8% | -4.7% |
| 1Y | +2.5% | -52.3% | +54.8% | +3.2% |
| 3Y | +103.2% | +128.2% | -25.0% | +97.7% |
| 5Y | +121.1% | +37.2% | +83.9% | +113.3% |
| All | +105.9% | +137.6% | -31.6% | +94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling