+167.2%
IONQ vs GFI
+215.0%
-47.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.7% | -4.7% | -8.0% |
| 7D | +16.8% | -5.4% | +22.2% | +19.1% |
| 30D | -11.1% | -1.5% | -9.6% | -10.6% |
| 3M | -31.7% | -10.2% | -21.6% | -29.8% |
| 6M | -44.8% | -19.3% | -25.5% | -41.9% |
| YTD | -31.2% | -13.7% | -17.5% | -28.5% |
| 1Y | -39.1% | -12.1% | -27.0% | -37.0% |
| All | +167.2% | +215.0% | -47.8% | +110.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling