+214.7%
IONQ vs GM
+233.4%
-18.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.1% | +4.3% | +5.7% |
| 7D | +25.5% | -0.3% | +25.8% | +25.2% |
| 30D | -11.4% | +8.4% | -19.8% | -17.1% |
| 3M | -20.5% | +2.6% | -23.0% | -23.1% |
| 6M | -28.2% | +14.3% | -42.5% | -36.1% |
| YTD | -21.2% | +11.0% | -32.2% | -28.6% |
| 1Y | -40.4% | +27.8% | -68.2% | -51.4% |
| 3Y | +214.7% | +246.7% | -32.0% | +3.7% |
| All | +214.7% | +233.4% | -18.7% | +3.7% |
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