+253.1%
IONQ vs CAH
+404.9%
-151.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.2% | -5.6% | -5.7% |
| 7D | +1.3% | -2.2% | +3.6% | +1.6% |
| 30D | -10.3% | +1.2% | -11.5% | -10.5% |
| 3M | -32.7% | +13.1% | -45.8% | -34.1% |
| 6M | +6.3% | +8.5% | -2.1% | +4.8% |
| YTD | -15.0% | +17.6% | -32.6% | -17.9% |
| 1Y | -13.3% | +60.7% | -74.0% | -23.3% |
| 3Y | +97.2% | +183.2% | -86.0% | +50.9% |
| 5Y | +278.7% | +402.2% | -123.4% | +151.7% |
| All | +253.1% | +404.9% | -151.8% | +133.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling