+278.7%
IONQ vs GFI
+512.6%
-233.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.3% | -5.4% | -5.7% |
| 7D | +1.3% | +4.7% | -3.4% | +0.2% |
| 30D | -10.3% | +14.4% | -24.8% | -13.1% |
| 3M | -32.7% | +32.5% | -65.2% | -37.3% |
| 6M | +6.3% | -7.2% | +13.5% | +6.8% |
| YTD | -15.0% | +10.9% | -25.9% | -17.3% |
| 1Y | -13.3% | +35.5% | -48.8% | -19.1% |
| 3Y | +97.2% | +312.1% | -214.9% | +45.2% |
| 5Y | +278.7% | +524.6% | -245.8% | +172.4% |
| All | +278.7% | +512.6% | -233.9% | +172.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling