+106.7%
IONQ vs CART
+38.4%
+68.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.6% | +22.8% | +23.2% |
| 7D | +8.6% | +3.0% | +5.6% | +7.5% |
| 30D | -21.1% | +28.6% | -49.6% | -28.4% |
| 3M | -17.9% | +29.1% | -46.9% | -26.4% |
| 6M | -37.9% | +44.7% | -82.7% | -47.6% |
| YTD | -27.3% | +29.2% | -56.5% | -36.4% |
| 1Y | -43.2% | +66.2% | -109.4% | -55.4% |
| 3Y | +191.0% | +112.8% | +78.2% | +94.3% |
| All | +106.7% | +38.4% | +68.3% | +52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling