+185.7%
IONQ vs GPC
+43.3%
+142.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.7% | -8.7% | -9.1% |
| 7D | +16.8% | -1.3% | +18.0% | +17.4% |
| 30D | -11.1% | -6.0% | -5.1% | -8.9% |
| 3M | -31.7% | -7.6% | -24.1% | -29.8% |
| 6M | -44.8% | +24.2% | -69.0% | -52.0% |
| YTD | -31.2% | +2.7% | -33.9% | -35.3% |
| 1Y | -39.1% | +0.2% | -39.3% | -42.2% |
| 3Y | +189.5% | -0.8% | +190.2% | +162.8% |
| 5Y | +53.2% | +4.4% | +48.7% | +32.6% |
| All | +185.7% | +43.3% | +142.4% | +128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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