+227.2%
IONQ vs CAPR
+189.7%
+37.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +9.4% | -1.1% | +8.0% |
| 7D | +25.5% | +36.0% | -10.6% | +24.1% |
| 30D | -11.4% | +25.8% | -37.2% | -12.2% |
| 3M | -20.5% | +140.8% | -161.3% | -23.3% |
| 6M | -28.2% | -67.6% | +39.3% | -27.3% |
| YTD | -21.2% | -65.9% | +44.6% | -20.5% |
| 1Y | -40.4% | +66.1% | -106.5% | -48.7% |
| 3Y | +214.7% | +256.9% | -42.2% | +89.5% |
| 5Y | +56.9% | +172.1% | -115.2% | -13.0% |
| All | +227.2% | +189.7% | +37.5% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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