+167.4%
IONQ vs GM
+113.9%
+53.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.3% | -6.1% | -6.2% |
| 7D | -11.5% | -0.2% | -11.3% | -11.1% |
| 30D | -8.1% | +3.6% | -11.6% | -11.2% |
| 3M | -35.8% | -0.2% | -35.5% | -36.7% |
| 6M | -47.7% | +13.9% | -61.7% | -52.9% |
| YTD | -35.6% | +6.5% | -42.1% | -39.7% |
| 1Y | -36.4% | +20.7% | -57.0% | -45.5% |
| 3Y | +150.0% | +229.5% | -79.4% | +5.1% |
| 5Y | +43.3% | +41.5% | +1.8% | -11.6% |
| All | +167.4% | +113.9% | +53.5% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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