+144.7%
IONQ vs GD
+171.8%
-27.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.3% | -8.2% | -9.2% |
| 7D | -16.7% | -3.9% | -12.8% | -14.7% |
| 30D | -38.9% | +8.1% | -47.0% | -41.8% |
| 3M | -33.8% | -6.8% | -27.0% | -31.3% |
| 6M | -44.9% | +3.0% | -47.9% | -46.7% |
| YTD | -41.1% | +7.8% | -48.9% | -44.6% |
| 1Y | -52.3% | +5.8% | -58.1% | -54.5% |
| 3Y | +128.2% | +55.3% | +72.9% | +75.2% |
| 5Y | +37.2% | +96.7% | -59.5% | -0.3% |
| All | +144.7% | +171.8% | -27.1% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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