-37.4%
IONQ vs GTLB
+3.7%
-41.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -3.1% |
| 7D | +15.3% | -9.6% | +24.9% | +19.6% |
| 30D | -6.1% | -15.5% | +9.4% | -0.2% |
| 3M | -21.6% | +12.4% | -34.0% | -24.9% |
| 6M | -40.1% | +84.6% | -124.7% | -53.5% |
| YTD | -24.1% | +26.1% | -50.2% | -35.8% |
| 1Y | -37.4% | +1.7% | -39.1% | -45.3% |
| All | -37.4% | +3.7% | -41.1% | -45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling