+227.2%
IONQ vs GME
+438.7%
-211.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.9% | +6.5% | +8.2% |
| 7D | +25.5% | +5.8% | +19.7% | +24.9% |
| 30D | -11.4% | -3.7% | -7.8% | -11.0% |
| 3M | -20.5% | +33.6% | -54.0% | -22.7% |
| 6M | -28.2% | +5.4% | -33.6% | -28.8% |
| YTD | -21.2% | +27.4% | -48.7% | -23.3% |
| 1Y | -40.4% | +19.0% | -59.4% | -41.5% |
| 3Y | +214.7% | +101.5% | +113.2% | +171.7% |
| 5Y | +56.9% | -50.5% | +107.3% | +44.2% |
| All | +227.2% | +438.7% | -211.5% | +205.6% |
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