+126.0%
IONQ vs GME
+0.2%
+125.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.3% |
| 7D | +0.8% | +7.2% | -6.4% | -0.2% |
| 30D | -1.0% | +0.8% | -1.8% | -1.1% |
| 3M | -39.8% | -14.0% | -25.8% | -38.6% |
| 6M | +6.4% | -19.7% | +26.2% | +9.8% |
| YTD | -11.9% | -4.6% | -7.3% | -11.5% |
| 1Y | -6.2% | -14.3% | +8.2% | -4.4% |
| All | +126.0% | +0.2% | +125.8% | +91.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling