+227.2%
IONQ vs GAP
+37.9%
+189.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.5% | +4.8% | +7.1% |
| 7D | +25.5% | 0.0% | +25.4% | +25.1% |
| 30D | -11.4% | -4.3% | -7.1% | -10.3% |
| 3M | -20.5% | +9.4% | -29.9% | -24.3% |
| 6M | -28.2% | -3.3% | -24.9% | -29.7% |
| YTD | -21.2% | -10.5% | -10.7% | -21.0% |
| 1Y | -40.4% | -2.4% | -38.0% | -42.6% |
| 3Y | +214.7% | +80.1% | +134.6% | +121.3% |
| 5Y | +56.9% | +6.5% | +50.4% | +4.7% |
| All | +227.2% | +37.9% | +189.3% | +95.1% |
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