+167.4%
IONQ vs CAT
+263.8%
-96.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.6% | -5.7% |
| 7D | -11.5% | +7.4% | -18.9% | -16.5% |
| 30D | -8.1% | -19.7% | +11.6% | +9.3% |
| 3M | -35.8% | -29.6% | -6.2% | -14.9% |
| 6M | -47.7% | -33.2% | -14.5% | -28.3% |
| YTD | -35.6% | +5.7% | -41.3% | -39.6% |
| 1Y | -36.4% | +9.3% | -45.7% | -41.7% |
| 3Y | +150.0% | +158.3% | -8.3% | +23.3% |
| 5Y | +43.3% | +211.6% | -168.3% | -37.3% |
| All | +167.4% | +263.8% | -96.4% | +8.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling