+202.0%
IONQ vs GD
+170.1%
+31.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.6% | +24.1% | +23.8% |
| 7D | +8.6% | -5.0% | +13.6% | +11.8% |
| 30D | -21.1% | +8.9% | -30.0% | -25.2% |
| 3M | -17.9% | -8.0% | -9.8% | -14.2% |
| 6M | -37.9% | +2.9% | -40.8% | -40.0% |
| YTD | -27.3% | +7.1% | -34.4% | -31.4% |
| 1Y | -43.2% | +5.9% | -49.1% | -45.9% |
| 3Y | +191.0% | +53.9% | +137.1% | +124.4% |
| 5Y | +69.3% | +95.4% | -26.1% | +23.4% |
| All | +202.0% | +170.1% | +31.9% | +109.0% |
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