+265.9%
IONQ vs GNRC
-18.2%
+284.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | 0.0% |
| 7D | +0.8% | +1.9% | -1.1% | -0.2% |
| 30D | -1.0% | -13.8% | +12.8% | +7.5% |
| 3M | -39.8% | -32.6% | -7.2% | -25.4% |
| 6M | +6.4% | -15.2% | +21.6% | +14.8% |
| YTD | -11.9% | +37.4% | -49.3% | -29.2% |
| 1Y | -6.2% | +5.1% | -11.3% | -14.1% |
| 3Y | +125.7% | +57.5% | +68.2% | +61.0% |
| 5Y | +296.0% | -58.7% | +354.7% | +368.0% |
| All | +265.9% | -18.2% | +284.2% | +274.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling