+278.7%
IONQ vs GNRC
-58.2%
+336.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.0% | -3.8% | -4.6% |
| 7D | +1.3% | +3.2% | -1.8% | -0.5% |
| 30D | -10.3% | -9.5% | -0.8% | -4.8% |
| 3M | -32.7% | -28.5% | -4.2% | -18.7% |
| 6M | +6.3% | -10.0% | +16.3% | +11.3% |
| YTD | -15.0% | +36.7% | -51.7% | -33.0% |
| 1Y | -13.3% | +2.6% | -15.9% | -20.2% |
| 3Y | +97.2% | +61.9% | +35.3% | +32.5% |
| 5Y | +278.7% | -59.0% | +337.8% | +485.2% |
| All | +278.7% | -58.2% | +336.9% | +485.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling