+109.3%
IONQ vs GNRC
+62.7%
+46.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +1.5% |
| 7D | +7.1% | +4.8% | +2.3% | +4.1% |
| 30D | -8.9% | -10.4% | +1.5% | -2.7% |
| 3M | -35.6% | -28.5% | -7.1% | -22.1% |
| 6M | +13.3% | -6.8% | +20.0% | +16.3% |
| YTD | -9.8% | +39.5% | -49.3% | -31.0% |
| 1Y | -1.3% | +3.4% | -4.7% | -10.0% |
| 3Y | +109.3% | +65.1% | +44.1% | +30.7% |
| All | +109.3% | +62.7% | +46.6% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling