+323.8%
IONQ vs GEV
+748.2%
-424.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +0.4% |
| 7D | +7.1% | +8.1% | -1.0% | +1.8% |
| 30D | -8.9% | -1.9% | -7.0% | -7.7% |
| 3M | -35.6% | +4.1% | -39.6% | -38.1% |
| 6M | +13.3% | +23.2% | -9.9% | -3.4% |
| YTD | -9.8% | +48.9% | -58.7% | -32.6% |
| 1Y | -1.3% | +62.2% | -63.5% | -31.3% |
| All | +323.8% | +748.2% | -424.4% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling