+285.8%
IONQ vs GEV
+706.8%
-421.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.6% | -1.5% |
| 7D | -5.6% | -1.9% | -3.7% | -4.3% |
| 30D | -15.2% | -8.7% | -6.5% | -9.9% |
| 3M | -34.9% | +6.6% | -41.6% | -38.4% |
| 6M | +4.9% | +10.2% | -5.3% | -3.5% |
| YTD | -17.9% | +41.6% | -59.5% | -36.5% |
| 1Y | -16.0% | +43.9% | -59.9% | -36.5% |
| All | +285.8% | +706.8% | -421.0% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling