+313.8%
IONQ vs GEV
+722.5%
-408.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.8% | +3.3% | -2.5% | -1.3% |
| 30D | -1.0% | -7.5% | +6.4% | +4.1% |
| 3M | -39.8% | -2.2% | -37.6% | -39.6% |
| 6M | +6.4% | +12.1% | -5.7% | -3.4% |
| YTD | -11.9% | +44.4% | -56.3% | -32.8% |
| 1Y | -6.2% | +57.7% | -63.8% | -33.5% |
| All | +313.8% | +722.5% | -408.7% | +34.6% |
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