-44.7%
IONQ vs GFS
+15.5%
-60.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.9% | +4.4% | +1.8% |
| 7D | -8.9% | -12.5% | +3.6% | -2.1% |
| 30D | -31.3% | -16.9% | -14.3% | -24.3% |
| 3M | -29.2% | -22.3% | -6.9% | -19.3% |
| 6M | -35.4% | -40.2% | +4.8% | -15.4% |
| YTD | -34.2% | +16.0% | -50.1% | -38.2% |
| 1Y | -44.7% | +17.7% | -62.3% | -50.0% |
| All | -44.7% | +15.5% | -60.1% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling