+215.4%
IONQ vs GDXJ
+98.2%
+117.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -1.8% |
| 7D | +15.3% | +0.3% | +15.0% | +15.4% |
| 30D | -6.1% | -7.4% | +1.4% | -2.4% |
| 3M | -21.6% | -11.9% | -9.7% | -17.1% |
| 6M | -40.1% | -19.3% | -20.8% | -34.1% |
| YTD | -24.1% | -8.1% | -15.9% | -21.4% |
| 1Y | -37.4% | +9.1% | -46.5% | -39.7% |
| 3Y | +219.5% | +236.2% | -16.7% | +72.0% |
| 5Y | +76.9% | +136.3% | -59.4% | +3.3% |
| All | +215.4% | +98.2% | +117.2% | +88.7% |
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