-37.4%
IONQ vs GFS
+24.3%
-61.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.5% | -8.1% | -6.0% |
| 7D | +15.3% | +6.2% | +9.1% | +11.5% |
| 30D | -6.1% | -11.4% | +5.3% | 0.0% |
| 3M | -21.6% | -15.5% | -6.1% | -14.6% |
| 6M | -40.1% | -42.6% | +2.5% | -21.4% |
| YTD | -24.1% | +23.2% | -47.3% | -34.2% |
| 1Y | -37.4% | +23.6% | -61.0% | -45.8% |
| All | -37.4% | +24.3% | -61.7% | -45.8% |
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