+259.9%
IONQ vs GTLB
-50.0%
+309.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -2.0% | +10.4% | +9.2% |
| 7D | +25.5% | -9.6% | +35.0% | +31.2% |
| 30D | -11.4% | -14.5% | +3.1% | -4.9% |
| 3M | -20.5% | +20.9% | -41.4% | -28.0% |
| 6M | -28.2% | +81.4% | -109.6% | -47.5% |
| YTD | -21.2% | +25.6% | -46.8% | -32.7% |
| 1Y | -40.4% | +3.4% | -43.8% | -44.7% |
| 3Y | +214.7% | +8.9% | +205.8% | +165.9% |
| 5Y | +56.9% | -64.0% | +120.8% | +71.8% |
| All | +259.9% | -50.0% | +309.9% | +291.2% |
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