+202.0%
IONQ vs GAP
+33.2%
+168.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -4.1% | +27.6% | +24.9% |
| 7D | +8.6% | -3.8% | +12.4% | +9.7% |
| 30D | -21.1% | -9.0% | -12.1% | -18.7% |
| 3M | -17.9% | +5.5% | -23.3% | -20.9% |
| 6M | -37.9% | -11.1% | -26.9% | -37.3% |
| YTD | -27.3% | -13.6% | -13.7% | -26.2% |
| 1Y | -43.2% | -2.9% | -40.3% | -45.3% |
| 3Y | +191.0% | +69.6% | +121.4% | +109.1% |
| 5Y | +69.3% | +5.4% | +63.9% | +13.9% |
| All | +202.0% | +33.2% | +168.8% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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