+167.4%
IONQ vs GFI
+336.0%
-168.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.1% | -6.4% | -6.4% |
| 7D | -11.5% | -8.7% | -2.8% | -9.5% |
| 30D | -8.1% | +0.6% | -8.7% | -8.2% |
| 3M | -35.8% | -7.5% | -28.3% | -34.8% |
| 6M | -47.7% | -18.3% | -29.4% | -45.7% |
| YTD | -35.6% | -13.8% | -21.8% | -33.8% |
| 1Y | -36.4% | -8.8% | -27.5% | -35.1% |
| 3Y | +150.0% | +215.8% | -65.8% | +102.0% |
| 5Y | +43.3% | +301.2% | -257.9% | +9.6% |
| All | +167.4% | +336.0% | -168.6% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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