+265.9%
IONQ vs GM
+118.3%
+147.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.7% |
| 7D | +0.8% | +1.9% | -1.1% | -0.5% |
| 30D | -1.0% | -1.4% | +0.3% | -0.2% |
| 3M | -39.8% | +5.9% | -45.7% | -42.3% |
| 6M | +6.4% | +12.4% | -6.0% | -2.0% |
| YTD | -11.9% | +8.6% | -20.6% | -17.4% |
| 1Y | -6.2% | +52.6% | -58.8% | -32.1% |
| 3Y | +125.7% | +169.7% | -44.0% | +10.2% |
| 5Y | +296.0% | +87.5% | +208.4% | +132.7% |
| All | +265.9% | +118.3% | +147.7% | +98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling