-36.4%
IONQ vs CAG
-9.3%
-27.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.2% | -7.7% | -5.8% |
| 7D | -11.5% | -3.3% | -8.1% | -13.1% |
| 30D | -8.1% | +7.7% | -15.7% | -4.3% |
| 3M | -35.8% | -3.2% | -32.6% | -36.2% |
| 6M | -47.7% | +7.0% | -54.7% | -44.4% |
| YTD | -35.6% | -9.0% | -26.7% | -35.8% |
| 1Y | -36.4% | -9.6% | -26.8% | -37.4% |
| All | -36.4% | -9.3% | -27.1% | -37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling