+227.2%
IONQ vs CAH
+478.4%
-251.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.9% | +7.4% | +8.2% |
| 7D | +25.5% | +7.8% | +17.6% | +24.3% |
| 30D | -11.4% | +15.5% | -26.9% | -13.0% |
| 3M | -20.5% | +16.3% | -36.8% | -22.1% |
| 6M | -28.2% | +50.0% | -78.3% | -33.0% |
| YTD | -21.2% | +34.7% | -56.0% | -25.3% |
| 1Y | -40.4% | +35.9% | -76.3% | -43.6% |
| 3Y | +214.7% | +178.5% | +36.2% | +146.7% |
| 5Y | +56.9% | +515.7% | -458.8% | +2.0% |
| All | +227.2% | +478.4% | -251.2% | +112.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling