+214.7%
IONQ vs GDXJ
+254.6%
-40.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.9% | +3.4% | +5.7% |
| 7D | +25.5% | +16.4% | +9.1% | +15.6% |
| 30D | -11.4% | -1.2% | -10.2% | -10.7% |
| 3M | -20.5% | -3.9% | -16.6% | -19.4% |
| 6M | -28.2% | -10.2% | -18.1% | -24.9% |
| YTD | -21.2% | -0.6% | -20.6% | -21.1% |
| 1Y | -40.4% | +24.3% | -64.7% | -45.2% |
| 3Y | +214.7% | +257.4% | -42.7% | +60.0% |
| All | +214.7% | +254.6% | -40.0% | +60.0% |
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