+45.7%
IONQ vs GH
+45.9%
-0.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.0% | -4.4% | -5.3% |
| 7D | -11.5% | +0.6% | -12.0% | -11.6% |
| 30D | -8.1% | -6.9% | -1.2% | -4.1% |
| 3M | -35.8% | -4.9% | -30.9% | -34.3% |
| 6M | -47.7% | +54.1% | -101.8% | -59.2% |
| YTD | -35.6% | +48.5% | -84.2% | -49.0% |
| 1Y | -36.4% | +61.2% | -97.5% | -51.7% |
| 3Y | +150.0% | +570.3% | -420.3% | -28.5% |
| All | +45.7% | +45.9% | -0.2% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling