-6.2%
IONQ vs GFS
+37.2%
-43.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.4% |
| 7D | +0.8% | +1.0% | -0.2% | +0.3% |
| 30D | -1.0% | -8.6% | +7.6% | +4.7% |
| 3M | -39.8% | -46.5% | +6.7% | -17.8% |
| 6M | +6.4% | -4.8% | +11.3% | +17.2% |
| YTD | -11.9% | +29.7% | -41.6% | -18.6% |
| 1Y | -6.2% | +35.8% | -42.0% | -11.8% |
| All | -6.2% | +37.2% | -43.3% | -11.8% |
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