-44.7%
IONQ vs GDXJ
+19.5%
-64.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +9.6% | -11.1% | -7.8% |
| 7D | -8.9% | -0.2% | -8.7% | -9.3% |
| 30D | -31.3% | -7.6% | -23.7% | -27.6% |
| 3M | -29.2% | +2.3% | -31.5% | -31.9% |
| 6M | -35.4% | -7.8% | -27.6% | -32.9% |
| YTD | -34.2% | -8.4% | -25.8% | -35.3% |
| 1Y | -44.7% | +21.8% | -66.5% | -59.5% |
| All | -44.7% | +19.5% | -64.1% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 1y: compounded portfolio wealth divided by compounded GDXJ 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…
1y analysis · Full analysis span regression · 6 months rolling