+274.7%
IONQ vs GH
+24.6%
+250.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | +7.1% | -2.1% | +9.2% | +8.2% |
| 30D | -8.9% | -4.5% | -4.5% | -7.0% |
| 3M | -35.6% | +28.9% | -64.5% | -44.2% |
| 6M | +13.3% | +76.5% | -63.2% | -16.6% |
| YTD | -9.8% | +57.6% | -67.4% | -29.6% |
| 1Y | -1.3% | +167.5% | -168.9% | -43.7% |
| 3Y | +109.3% | +377.4% | -268.1% | -21.2% |
| 5Y | +304.7% | +23.8% | +280.9% | +139.6% |
| All | +274.7% | +24.6% | +250.2% | +132.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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