-17.9%
IONQ vs GME
+32.3%
-50.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +3.9% | +19.5% | +21.1% |
| 7D | +8.6% | +3.7% | +4.9% | +7.2% |
| 30D | -21.1% | +2.2% | -23.3% | -19.6% |
| 3M | -17.9% | +30.6% | -48.5% | -20.7% |
| All | -17.9% | +32.3% | -50.2% | -20.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling