+312.1%
IONQ vs GTLB
-50.0%
+362.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.4% | +7.8% | +4.8% |
| 7D | +7.1% | +4.6% | +2.6% | +4.5% |
| 30D | -8.9% | +21.0% | -29.9% | -17.4% |
| 3M | -35.6% | +51.7% | -87.3% | -47.8% |
| 6M | +13.3% | +89.3% | -76.0% | -19.5% |
| YTD | -9.8% | +25.6% | -35.4% | -22.8% |
| 1Y | -1.3% | -1.5% | +0.2% | -7.1% |
| 3Y | +109.3% | -9.9% | +119.2% | +93.2% |
| All | +312.1% | -50.0% | +362.1% | +348.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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