+37.2%
IONQ vs GS
+138.4%
-101.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -6.4% | -4.2% | -2.5% |
| 7D | -16.7% | -6.3% | -10.3% | -9.5% |
| 30D | -38.9% | -3.1% | -35.8% | -36.1% |
| 3M | -33.8% | -17.7% | -16.2% | -15.1% |
| 6M | -44.9% | -4.6% | -40.4% | -41.8% |
| YTD | -41.1% | +0.3% | -41.4% | -41.6% |
| 1Y | -52.3% | +11.7% | -64.0% | -59.0% |
| 3Y | +128.2% | +183.6% | -55.3% | -36.1% |
| 5Y | +37.2% | +141.0% | -103.8% | -57.9% |
| All | +37.2% | +138.4% | -101.3% | -57.9% |
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