+109.3%
IONQ vs GM
+171.2%
-61.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +4.0% |
| 7D | +7.1% | +0.4% | +6.7% | +6.8% |
| 30D | -8.9% | -1.8% | -7.1% | -7.9% |
| 3M | -35.6% | +2.6% | -38.2% | -37.2% |
| 6M | +13.3% | +14.6% | -1.3% | +2.0% |
| YTD | -9.8% | +6.2% | -16.0% | -14.7% |
| 1Y | -1.3% | +48.7% | -50.0% | -29.5% |
| 3Y | +109.3% | +168.3% | -59.1% | -10.4% |
| All | +109.3% | +171.2% | -61.9% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling