+45.7%
IONQ vs CAG
-41.0%
+86.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.2% | -7.7% | -5.9% |
| 7D | -11.5% | -3.3% | -8.1% | -12.9% |
| 30D | -8.1% | +7.7% | -15.7% | -4.5% |
| 3M | -35.8% | -3.2% | -32.6% | -36.0% |
| 6M | -47.7% | +7.0% | -54.7% | -44.9% |
| YTD | -35.6% | -9.0% | -26.7% | -35.9% |
| 1Y | -36.4% | -9.6% | -26.8% | -36.7% |
| 3Y | +150.0% | -36.0% | +186.0% | +120.1% |
| All | +45.7% | -41.0% | +86.7% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling