+167.2%
IONQ vs GAP
+72.0%
+95.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.3% | -8.1% | -9.0% |
| 7D | +16.8% | -5.2% | +21.9% | +18.5% |
| 30D | -11.1% | -6.9% | -4.2% | -9.4% |
| 3M | -31.7% | +5.7% | -37.4% | -33.8% |
| 6M | -44.8% | +0.9% | -45.7% | -46.4% |
| YTD | -31.2% | -14.5% | -16.7% | -29.7% |
| 1Y | -39.1% | -12.1% | -27.0% | -38.8% |
| All | +167.2% | +72.0% | +95.2% | +112.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling