+215.4%
IONQ vs GME
+437.9%
-222.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.1% | -2.7% |
| 7D | +15.3% | +1.6% | +13.7% | +15.2% |
| 30D | -6.1% | -6.2% | +0.1% | -5.4% |
| 3M | -21.6% | +35.8% | -57.4% | -23.9% |
| 6M | -40.1% | +10.3% | -50.4% | -40.8% |
| YTD | -24.1% | +27.2% | -51.3% | -26.0% |
| 1Y | -37.4% | +19.1% | -56.5% | -38.6% |
| 3Y | +219.5% | +103.7% | +115.8% | +175.6% |
| 5Y | +76.9% | -50.0% | +126.9% | +62.7% |
| All | +215.4% | +437.9% | -222.5% | +194.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling