-36.2%
IONQ vs GFS
+17.0%
-53.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.9% | +3.4% | +5.4% |
| 7D | +25.5% | -3.1% | +28.6% | +28.2% |
| 30D | -11.4% | -16.0% | +4.6% | -2.4% |
| 3M | -20.5% | -24.7% | +4.2% | -7.3% |
| 6M | -28.2% | -45.1% | +16.9% | -2.7% |
| YTD | -21.2% | +16.5% | -37.7% | -29.2% |
| All | -36.2% | +17.0% | -53.2% | -43.3% |
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