-44.7%
IONQ vs GILD
+45.2%
-89.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.2% | -5.7% | -1.4% |
| 7D | -8.9% | +9.6% | -18.5% | -9.0% |
| 30D | -31.3% | +20.6% | -51.9% | -31.5% |
| 3M | -29.2% | +29.7% | -58.9% | -29.4% |
| 6M | -35.4% | +33.1% | -68.5% | -35.0% |
| YTD | -34.2% | +44.7% | -78.9% | -32.9% |
| 1Y | -44.7% | +45.4% | -90.0% | -43.1% |
| All | -44.7% | +45.2% | -89.8% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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