+109.3%
IONQ vs GPN
-27.1%
+136.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.4% | +5.8% | +3.9% |
| 7D | +7.1% | -0.7% | +7.8% | +7.3% |
| 30D | -8.9% | +3.8% | -12.7% | -10.7% |
| 3M | -35.6% | +39.2% | -74.7% | -46.3% |
| 6M | +13.3% | +17.9% | -4.6% | +3.0% |
| YTD | -9.8% | +16.4% | -26.2% | -18.2% |
| 1Y | -1.3% | +3.6% | -4.9% | -5.0% |
| 3Y | +109.3% | -26.7% | +135.9% | +164.8% |
| All | +109.3% | -27.1% | +136.3% | +164.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling