+52.8%
IONQ vs CAPR
+142.6%
-89.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +4.7% | +18.8% | +23.3% |
| 7D | +8.6% | +41.1% | -32.5% | +7.3% |
| 30D | -21.1% | +11.1% | -32.2% | -21.4% |
| 3M | -17.9% | +115.3% | -133.2% | -20.4% |
| 6M | -37.9% | -73.8% | +35.9% | -36.7% |
| YTD | -27.3% | -68.8% | +41.5% | -26.4% |
| 1Y | -43.2% | +43.3% | -86.5% | -50.2% |
| 3Y | +191.0% | +214.7% | -23.7% | +64.2% |
| All | +52.8% | +142.6% | -89.8% | -21.8% |
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