+149.9%
IONQ vs GFS
-8.5%
+158.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.5% | -8.1% | -6.2% |
| 7D | +15.3% | +6.2% | +9.1% | +11.5% |
| 30D | -6.1% | -11.4% | +5.3% | +1.2% |
| 3M | -21.6% | -15.5% | -6.1% | -13.3% |
| 6M | -40.1% | -42.6% | +2.5% | -15.9% |
| YTD | -24.1% | +23.2% | -47.3% | -37.8% |
| 1Y | -37.4% | +23.6% | -61.0% | -48.6% |
| 3Y | +219.5% | -17.2% | +236.7% | +222.5% |
| 5Y | +76.9% | -23.4% | +100.4% | +82.0% |
| All | +149.9% | -8.5% | +158.4% | +143.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling