+299.4%
IONQ vs GEV
+730.5%
-431.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.1% | -3.7% | -4.4% |
| 7D | +1.3% | +3.2% | -1.8% | -0.6% |
| 30D | -10.3% | -4.0% | -6.3% | -7.8% |
| 3M | -32.7% | +3.4% | -36.1% | -35.1% |
| 6M | +6.3% | +14.7% | -8.4% | -4.7% |
| YTD | -15.0% | +45.8% | -60.8% | -35.5% |
| 1Y | -13.3% | +57.4% | -70.7% | -38.4% |
| All | +299.4% | +730.5% | -431.1% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 GEV 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