+294.8%
IONQ vs CAG
-40.1%
+334.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +0.9% |
| 7D | +0.8% | -3.8% | +4.6% | -0.8% |
| 30D | -1.0% | +3.1% | -4.2% | +0.4% |
| 3M | -39.8% | +23.5% | -63.3% | -33.2% |
| 6M | +6.4% | -14.8% | +21.3% | +0.8% |
| YTD | -11.9% | -5.4% | -6.5% | -11.8% |
| 1Y | -6.2% | -11.8% | +5.7% | -7.9% |
| 3Y | +125.7% | -36.7% | +162.4% | +96.3% |
| All | +294.8% | -40.1% | +334.9% | +272.1% |
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