+274.7%
IONQ vs CAG
-44.5%
+319.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +1.8% |
| 7D | +7.1% | -5.3% | +12.4% | +4.9% |
| 30D | -8.9% | +1.0% | -9.9% | -8.4% |
| 3M | -35.6% | +17.4% | -52.9% | -30.5% |
| 6M | +13.3% | -16.8% | +30.1% | +6.8% |
| YTD | -9.8% | -6.8% | -3.0% | -10.1% |
| 1Y | -1.3% | -15.4% | +14.1% | -4.4% |
| 3Y | +109.3% | -37.1% | +146.3% | +84.6% |
| 5Y | +304.7% | -41.3% | +346.0% | +266.1% |
| All | +274.7% | -44.5% | +319.2% | +244.0% |
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