+191.0%
IONQ vs GAP
+67.6%
+123.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -4.1% | +27.6% | +24.7% |
| 7D | +8.6% | -3.8% | +12.4% | +9.6% |
| 30D | -21.1% | -9.0% | -12.1% | -19.0% |
| 3M | -17.9% | +5.5% | -23.3% | -20.5% |
| 6M | -37.9% | -11.1% | -26.9% | -37.2% |
| YTD | -27.3% | -13.6% | -13.7% | -26.0% |
| 1Y | -43.2% | -2.9% | -40.3% | -45.0% |
| 3Y | +191.0% | +69.6% | +121.4% | +139.8% |
| All | +191.0% | +67.6% | +123.4% | +139.8% |
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