+150.0%
IONQ vs GH
+584.3%
-434.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.0% | -4.4% | -5.5% |
| 7D | -11.5% | +0.6% | -12.0% | -11.6% |
| 30D | -8.1% | -6.9% | -1.2% | -4.6% |
| 3M | -35.8% | -4.9% | -30.9% | -34.4% |
| 6M | -47.7% | +54.1% | -101.8% | -57.2% |
| YTD | -35.6% | +48.5% | -84.2% | -46.6% |
| 1Y | -36.4% | +61.2% | -97.5% | -48.9% |
| 3Y | +150.0% | +570.3% | -420.3% | -5.4% |
| All | +150.0% | +584.3% | -434.2% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling