+240.3%
IONQ vs GNRC
-18.4%
+258.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.2% | -1.9% |
| 7D | -7.0% | -0.2% | -6.8% | -6.9% |
| 30D | -18.7% | -15.7% | -3.0% | -10.5% |
| 3M | -36.6% | -27.3% | -9.3% | -24.7% |
| 6M | +7.2% | -12.1% | +19.3% | +13.7% |
| YTD | -18.1% | +37.1% | -55.2% | -34.1% |
| 1Y | -21.9% | -0.5% | -21.4% | -26.0% |
| 3Y | +86.7% | +61.5% | +25.2% | +31.7% |
| 5Y | +267.5% | -58.6% | +326.1% | +334.6% |
| All | +240.3% | -18.4% | +258.7% | +248.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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