+87.2%
IONQ vs CART
+41.0%
+46.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -2.1% |
| 7D | -8.9% | +1.4% | -10.3% | -9.4% |
| 30D | -31.3% | +29.7% | -60.9% | -37.9% |
| 3M | -29.2% | +29.7% | -58.9% | -36.7% |
| 6M | -35.4% | +36.8% | -72.2% | -44.4% |
| YTD | -34.2% | +31.7% | -65.8% | -42.9% |
| 1Y | -44.7% | +62.4% | -107.0% | -56.2% |
| 3Y | +155.1% | +120.1% | +35.0% | +68.5% |
| All | +87.2% | +41.0% | +46.2% | +37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling