-40.1%
IONQ vs GDXJ
-17.5%
-22.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -1.6% |
| 7D | +15.3% | +0.3% | +15.0% | +15.4% |
| 30D | -6.1% | -7.4% | +1.4% | -1.0% |
| 3M | -21.6% | -11.9% | -9.7% | -15.8% |
| 6M | -40.1% | -19.3% | -20.8% | -24.1% |
| All | -40.1% | -17.5% | -22.6% | -24.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling