-44.7%
IONQ vs CAT
+5.5%
-50.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.2% | +3.7% | +2.6% |
| 7D | -8.9% | -17.1% | +8.2% | +5.1% |
| 30D | -31.3% | -30.1% | -1.1% | -8.9% |
| 3M | -29.2% | -32.4% | +3.2% | -3.7% |
| 6M | -35.4% | -32.1% | -3.3% | -12.7% |
| YTD | -34.2% | +4.1% | -38.3% | -42.3% |
| 1Y | -44.7% | +8.9% | -53.6% | -55.9% |
| All | -44.7% | +5.5% | -50.2% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 1y: compounded portfolio wealth divided by compounded CAT 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…
1y analysis · Full analysis span regression · 6 months rolling