+202.0%
IONQ vs GS
+270.5%
-68.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.4% | +23.8% | +23.8% |
| 7D | +8.6% | -3.2% | +11.8% | +12.6% |
| 30D | -21.1% | -2.4% | -18.7% | -18.5% |
| 3M | -17.9% | -15.7% | -2.1% | +0.2% |
| 6M | -37.9% | -6.8% | -31.2% | -32.7% |
| YTD | -27.3% | -0.1% | -27.2% | -26.8% |
| 1Y | -43.2% | +12.1% | -55.3% | -49.9% |
| 3Y | +191.0% | +185.8% | +5.2% | +3.3% |
| 5Y | +69.3% | +140.1% | -70.8% | -35.8% |
| All | +202.0% | +270.5% | -68.5% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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