+167.2%
IONQ vs CAG
-37.1%
+204.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.9% | -7.5% | -10.3% |
| 7D | +16.8% | -6.2% | +23.0% | +13.2% |
| 30D | -11.1% | +7.4% | -18.6% | -7.4% |
| 3M | -31.7% | -1.6% | -30.1% | -31.5% |
| 6M | -44.8% | +6.3% | -51.1% | -41.7% |
| YTD | -31.2% | -10.1% | -21.1% | -32.1% |
| 1Y | -39.1% | -10.2% | -28.9% | -39.7% |
| All | +167.2% | -37.1% | +204.3% | +94.3% |
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 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