+167.4%
IONQ vs GNRC
-16.8%
+184.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.1% | -5.3% | -5.8% |
| 7D | -11.5% | +7.9% | -19.4% | -15.3% |
| 30D | -8.1% | -3.7% | -4.4% | -6.3% |
| 3M | -35.8% | -11.9% | -23.8% | -31.7% |
| 6M | -47.7% | -28.6% | -19.1% | -37.6% |
| YTD | -35.6% | +39.9% | -75.5% | -49.2% |
| 1Y | -36.4% | +23.4% | -59.8% | -46.2% |
| 3Y | +150.0% | +84.2% | +65.8% | +62.5% |
| 5Y | +43.3% | -57.3% | +100.6% | +66.0% |
| All | +167.4% | -16.8% | +184.2% | +168.7% |
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