+52.8%
IONQ vs GME
-52.7%
+105.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +3.9% | +19.5% | +22.5% |
| 7D | +8.6% | +3.7% | +4.9% | +7.9% |
| 30D | -21.1% | +2.2% | -23.3% | -21.4% |
| 3M | -17.9% | +30.6% | -48.5% | -23.1% |
| 6M | -37.9% | -0.2% | -37.8% | -38.4% |
| YTD | -27.3% | +25.1% | -52.4% | -31.7% |
| 1Y | -43.2% | +17.7% | -60.9% | -45.9% |
| 3Y | +191.0% | +85.7% | +105.3% | +65.4% |
| All | +52.8% | -52.7% | +105.5% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling