+294.8%
IONQ vs GS
+185.3%
+109.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +0.8% | +0.9% | -0.1% | -0.3% |
| 30D | -1.0% | -1.6% | +0.5% | +1.4% |
| 3M | -39.8% | -4.5% | -35.3% | -36.3% |
| 6M | +6.4% | +20.9% | -14.4% | -15.7% |
| YTD | -11.9% | +19.9% | -31.8% | -29.8% |
| 1Y | -6.2% | +41.4% | -47.6% | -39.1% |
| 3Y | +125.7% | +239.2% | -113.5% | -47.2% |
| All | +294.8% | +185.3% | +109.5% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling