+86.7%
IONQ vs GILD
+108.6%
-21.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | 0.0% |
| 7D | -7.0% | -4.8% | -2.2% | -5.6% |
| 30D | -18.7% | +5.8% | -24.5% | -20.1% |
| 3M | -36.6% | +14.9% | -51.6% | -39.7% |
| 6M | +7.2% | -0.4% | +7.6% | +7.3% |
| YTD | -18.1% | +18.5% | -36.6% | -23.8% |
| 1Y | -21.9% | +25.1% | -47.0% | -29.4% |
| 3Y | +86.7% | +105.9% | -19.2% | +20.9% |
| All | +86.7% | +108.6% | -21.8% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling