+191.0%
IONQ vs CAG
-34.1%
+225.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.7% | +25.2% | +22.5% |
| 7D | +8.6% | +5.8% | +2.8% | +12.1% |
| 30D | -21.1% | +16.4% | -37.4% | -14.3% |
| 3M | -17.9% | +3.8% | -21.7% | -15.4% |
| 6M | -37.9% | +10.8% | -48.8% | -32.9% |
| YTD | -27.3% | -5.8% | -21.5% | -26.5% |
| 1Y | -43.2% | -2.4% | -40.8% | -41.4% |
| 3Y | +191.0% | -33.4% | +224.4% | +119.0% |
| All | +191.0% | -34.1% | +225.1% | +119.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling