+196.9%
IONQ vs GFS
-3.9%
+200.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.6% |
| 7D | +7.1% | +2.6% | +4.5% | +5.4% |
| 30D | -8.9% | -16.4% | +7.5% | +2.5% |
| 3M | -35.6% | -41.6% | +6.0% | -9.3% |
| 6M | +13.3% | -3.7% | +16.9% | +14.9% |
| YTD | -9.8% | +29.3% | -39.1% | -27.5% |
| 1Y | -1.3% | +37.1% | -38.4% | -24.2% |
| 3Y | +109.3% | -22.1% | +131.4% | +125.0% |
| All | +196.9% | -3.9% | +200.9% | +183.7% |
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