+241.1%
IONQ vs GPN
-56.7%
+297.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.8% | -5.2% | -4.4% |
| 7D | -5.6% | -3.5% | -2.1% | -3.8% |
| 30D | -15.2% | +3.1% | -18.3% | -17.0% |
| 3M | -34.9% | +42.3% | -77.2% | -48.5% |
| 6M | +4.9% | +20.9% | -16.0% | -8.2% |
| YTD | -17.9% | +15.2% | -33.1% | -27.5% |
| 1Y | -16.0% | +5.4% | -21.5% | -22.3% |
| 3Y | +90.5% | -27.4% | +117.9% | +118.5% |
| 5Y | +268.4% | -44.2% | +312.6% | +332.2% |
| All | +241.1% | -56.7% | +297.8% | +319.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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