+144.7%
IONQ vs CAPR
+152.9%
-8.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -3.6% | -6.9% | -10.4% |
| 7D | -16.7% | +29.7% | -46.4% | -17.5% |
| 30D | -38.9% | +11.0% | -49.9% | -39.2% |
| 3M | -33.8% | +118.8% | -152.6% | -36.0% |
| 6M | -44.9% | -73.9% | +29.0% | -43.8% |
| YTD | -41.1% | -70.2% | +29.1% | -40.3% |
| 1Y | -52.3% | +38.3% | -90.6% | -58.5% |
| 3Y | +128.2% | +199.7% | -71.4% | +39.1% |
| 5Y | +37.2% | +130.6% | -93.4% | -23.4% |
| All | +144.7% | +152.9% | -8.2% | +39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling