+202.0%
IONQ vs CAT
+238.6%
-36.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.9% | +22.5% | +22.7% |
| 7D | +8.6% | -10.3% | +18.9% | +19.0% |
| 30D | -21.1% | -31.2% | +10.1% | +6.7% |
| 3M | -17.9% | -34.7% | +16.8% | +15.6% |
| 6M | -37.9% | -39.5% | +1.5% | -7.2% |
| YTD | -27.3% | -1.7% | -25.6% | -27.6% |
| 1Y | -43.2% | -1.1% | -42.1% | -43.5% |
| 3Y | +191.0% | +143.9% | +47.1% | +50.9% |
| 5Y | +69.3% | +194.8% | -125.5% | -21.8% |
| All | +202.0% | +238.6% | -36.5% | +30.3% |
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