+294.8%
IONQ vs CAPR
+84.7%
+210.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | +0.8% | -2.0% | +2.8% | +0.9% |
| 30D | -1.0% | +139.2% | -140.2% | -4.2% |
| 3M | -39.8% | -66.4% | +26.6% | -39.1% |
| 6M | +6.4% | -63.1% | +69.6% | +7.4% |
| YTD | -11.9% | -67.4% | +55.5% | -10.9% |
| 1Y | -6.2% | +58.2% | -64.4% | -18.8% |
| 3Y | +125.7% | +42.2% | +83.5% | +52.7% |
| All | +294.8% | +84.7% | +210.1% | +90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling