+240.3%
IONQ vs GILD
+200.5%
+39.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | 0.0% |
| 7D | -7.0% | -4.8% | -2.2% | -5.5% |
| 30D | -18.7% | +5.8% | -24.5% | -20.2% |
| 3M | -36.6% | +14.9% | -51.6% | -39.9% |
| 6M | +7.2% | -0.4% | +7.6% | +7.2% |
| YTD | -18.1% | +18.5% | -36.6% | -23.8% |
| 1Y | -21.9% | +25.1% | -47.0% | -29.3% |
| 3Y | +86.7% | +105.9% | -19.2% | +37.4% |
| 5Y | +267.5% | +143.0% | +124.5% | +143.6% |
| All | +240.3% | +200.5% | +39.8% | +127.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling