+266.4%
IONQ vs GEV
+596.4%
-330.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | +1.5% |
| 7D | +16.7% | -13.2% | +29.9% | +27.7% |
| 30D | -12.3% | -20.6% | +8.3% | +1.4% |
| 3M | -17.7% | -19.5% | +1.8% | -6.4% |
| 6M | -28.9% | -23.3% | -5.7% | -17.3% |
| YTD | -22.0% | +22.2% | -44.3% | -34.5% |
| 1Y | -36.8% | +37.8% | -74.6% | -52.0% |
| All | +266.4% | +596.4% | -330.0% | +31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling