+202.0%
IONQ vs GIS
-23.0%
+225.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.6% | +26.0% | +22.0% |
| 7D | +8.6% | +3.6% | +5.0% | +11.2% |
| 30D | -21.1% | +13.9% | -35.0% | -14.6% |
| 3M | -17.9% | +0.3% | -18.2% | -16.6% |
| 6M | -37.9% | +5.0% | -42.9% | -34.2% |
| YTD | -27.3% | -18.4% | -8.9% | -32.3% |
| 1Y | -43.2% | -17.4% | -25.8% | -46.6% |
| 3Y | +191.0% | -36.9% | +227.9% | +143.9% |
| 5Y | +69.3% | -30.4% | +99.7% | +58.2% |
| All | +202.0% | -23.0% | +225.0% | +201.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling