-37.9%
IONQ vs GFS
-48.7%
+10.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +6.2% | +17.2% | +18.4% |
| 7D | +8.6% | -7.8% | +16.4% | +15.9% |
| 30D | -21.1% | -19.7% | -1.4% | -7.5% |
| 3M | -17.9% | -23.1% | +5.2% | -0.7% |
| 6M | -37.9% | -46.4% | +8.4% | -2.6% |
| All | -37.9% | -48.7% | +10.7% | -2.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling