+253.1%
IONQ vs GDXJ
+145.1%
+108.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.3% | -7.1% | -6.4% |
| 7D | +1.3% | +0.9% | +0.4% | +0.8% |
| 30D | -10.3% | +8.8% | -19.1% | -14.3% |
| 3M | -32.7% | +29.8% | -62.6% | -41.4% |
| 6M | +6.3% | -5.8% | +12.1% | +8.1% |
| YTD | -15.0% | +13.6% | -28.6% | -20.5% |
| 1Y | -13.3% | +54.5% | -67.8% | -30.0% |
| 3Y | +97.2% | +301.4% | -204.2% | -2.8% |
| 5Y | +278.7% | +236.3% | +42.4% | +95.6% |
| All | +253.1% | +145.1% | +108.1% | +90.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling