+246.8%
IONQ vs GTLB
-49.8%
+296.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -3.3% |
| 7D | +15.3% | -9.6% | +24.9% | +20.6% |
| 30D | -6.1% | -15.5% | +9.4% | +1.4% |
| 3M | -21.6% | +12.4% | -34.0% | -26.6% |
| 6M | -40.1% | +84.6% | -124.7% | -56.6% |
| YTD | -24.1% | +26.1% | -50.2% | -35.3% |
| 1Y | -37.4% | +1.7% | -39.1% | -41.5% |
| 3Y | +219.5% | +6.1% | +213.4% | +173.5% |
| 5Y | +76.9% | -61.1% | +138.1% | +92.9% |
| All | +246.8% | -49.8% | +296.6% | +276.2% |
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