-39.1%
IONQ vs GDXJ
+3.6%
-42.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.7% | -4.7% | -6.1% |
| 7D | +16.8% | -4.9% | +21.7% | +21.6% |
| 30D | -11.1% | -10.0% | -1.2% | -4.2% |
| 3M | -31.7% | -16.6% | -15.1% | -23.4% |
| 6M | -44.8% | -23.3% | -21.5% | -34.3% |
| YTD | -31.2% | -12.4% | -18.8% | -32.7% |
| 1Y | -39.1% | +0.5% | -39.6% | -50.5% |
| All | -39.1% | +3.6% | -42.8% | -50.5% |
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