+191.0%
IONQ vs GPC
+1.0%
+190.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.3% | +24.7% | +23.8% |
| 7D | +8.6% | +1.6% | +7.0% | +7.9% |
| 30D | -21.1% | -2.1% | -19.0% | -20.9% |
| 3M | -17.9% | -6.8% | -11.1% | -16.4% |
| 6M | -37.9% | +18.6% | -56.5% | -43.4% |
| YTD | -27.3% | +2.7% | -30.0% | -30.9% |
| 1Y | -43.2% | +1.8% | -45.0% | -46.0% |
| 3Y | +191.0% | +1.1% | +189.9% | +135.8% |
| All | +191.0% | +1.0% | +190.0% | +135.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling