+227.2%
IONQ vs CAG
-43.7%
+270.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.3% | +8.0% | +8.5% |
| 7D | +25.5% | +4.6% | +20.9% | +28.3% |
| 30D | -11.4% | +14.7% | -26.1% | -5.4% |
| 3M | -20.5% | +2.4% | -22.8% | -18.7% |
| 6M | -28.2% | +10.7% | -38.9% | -23.3% |
| YTD | -21.2% | -5.5% | -15.7% | -20.2% |
| 1Y | -40.4% | -4.6% | -35.8% | -39.2% |
| 3Y | +214.7% | -34.4% | +249.1% | +183.5% |
| 5Y | +56.9% | -39.2% | +96.0% | +44.7% |
| All | +227.2% | -43.7% | +270.9% | +205.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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