+67.5%
IONQ vs CART
+37.6%
+29.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.4% | -8.1% | -9.6% |
| 7D | -16.7% | +1.2% | -17.9% | -17.0% |
| 30D | -38.9% | +27.1% | -66.0% | -44.4% |
| 3M | -33.8% | +27.4% | -61.2% | -40.4% |
| 6M | -44.9% | +32.1% | -77.1% | -51.9% |
| YTD | -41.1% | +28.5% | -69.6% | -48.4% |
| 1Y | -52.3% | +58.8% | -111.1% | -61.9% |
| 3Y | +128.2% | +114.8% | +13.5% | +52.3% |
| All | +67.5% | +37.6% | +29.9% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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