+274.7%
IONQ vs GME
+297.7%
-23.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.5% |
| 7D | +7.1% | +0.4% | +6.7% | +7.1% |
| 30D | -8.9% | -1.4% | -7.5% | -8.8% |
| 3M | -35.6% | -15.1% | -20.4% | -34.6% |
| 6M | +13.3% | -22.5% | +35.8% | +16.0% |
| YTD | -9.8% | -5.9% | -3.9% | -9.4% |
| 1Y | -1.3% | -18.6% | +17.3% | +0.4% |
| 3Y | +109.3% | +6.7% | +102.6% | +91.3% |
| 5Y | +304.7% | -62.0% | +366.7% | +283.2% |
| All | +274.7% | +297.7% | -23.0% | +260.6% |
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