+144.7%
IONQ vs GPC
+45.2%
+99.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.6% | -9.0% | -9.8% |
| 7D | -16.7% | +1.7% | -18.4% | -17.3% |
| 30D | -38.9% | -2.3% | -36.6% | -38.6% |
| 3M | -33.8% | -4.5% | -29.3% | -32.9% |
| 6M | -44.9% | +21.6% | -66.5% | -51.6% |
| YTD | -41.1% | +4.0% | -45.1% | -44.9% |
| 1Y | -52.3% | +3.5% | -55.8% | -55.5% |
| 3Y | +128.2% | +2.1% | +126.1% | +103.8% |
| 5Y | +37.2% | +5.5% | +31.7% | +18.0% |
| All | +144.7% | +45.2% | +99.5% | +94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling