+304.7%
IONQ vs GIS
-21.0%
+325.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +1.5% |
| 7D | +7.1% | -8.3% | +15.4% | +2.0% |
| 30D | -8.9% | +2.2% | -11.1% | -7.4% |
| 3M | -35.6% | +15.7% | -51.3% | -28.8% |
| 6M | +13.3% | -12.0% | +25.2% | +7.4% |
| YTD | -9.8% | -15.0% | +5.2% | -15.5% |
| 1Y | -1.3% | -20.1% | +18.8% | -9.9% |
| 3Y | +109.3% | -34.6% | +143.9% | +74.8% |
| 5Y | +304.7% | -22.8% | +327.5% | +389.7% |
| All | +304.7% | -21.0% | +325.7% | +389.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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