+104.3%
IONQ vs GDXJ
+298.9%
-194.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +2.6% |
| 7D | +0.8% | +0.2% | +0.6% | +0.6% |
| 30D | -1.0% | +17.9% | -18.9% | -9.1% |
| 3M | -39.8% | +15.3% | -55.1% | -44.3% |
| 6M | +6.4% | -9.4% | +15.9% | +9.9% |
| YTD | -11.9% | +13.4% | -25.3% | -17.2% |
| 1Y | -6.2% | +59.7% | -65.8% | -23.9% |
| All | +104.3% | +298.9% | -194.6% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling