+253.1%
IONQ vs GM
+108.3%
+144.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.4% | -3.4% | -4.1% |
| 7D | +1.3% | -1.1% | +2.4% | +2.1% |
| 30D | -10.3% | -4.6% | -5.7% | -7.5% |
| 3M | -32.7% | +0.2% | -32.9% | -33.2% |
| 6M | +6.3% | +12.6% | -6.3% | -2.2% |
| YTD | -15.0% | +3.7% | -18.7% | -17.7% |
| 1Y | -13.3% | +45.6% | -59.0% | -35.2% |
| 3Y | +97.2% | +162.0% | -64.8% | -1.7% |
| 5Y | +278.7% | +80.5% | +198.3% | +129.4% |
| All | +253.1% | +108.3% | +144.8% | +97.9% |
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