-44.7%
IONQ vs GME
+15.0%
-59.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.6% | -5.1% | -2.5% |
| 7D | -8.9% | +7.8% | -16.7% | -10.8% |
| 30D | -31.3% | -0.4% | -30.9% | -30.9% |
| 3M | -29.2% | +30.9% | -60.1% | -34.2% |
| 6M | -35.4% | +5.5% | -40.9% | -35.6% |
| YTD | -34.2% | +25.2% | -59.4% | -36.1% |
| 1Y | -44.7% | +14.4% | -59.0% | -46.2% |
| All | -44.7% | +15.0% | -59.6% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 1y: compounded portfolio wealth divided by compounded GME 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…
1y analysis · Full analysis span regression · 6 months rolling