-36.4%
IONQ vs CAT
+5.7%
-42.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.6% | -5.7% |
| 7D | -11.5% | +7.4% | -18.9% | -16.6% |
| 30D | -8.1% | -19.7% | +11.6% | +8.7% |
| 3M | -35.8% | -29.6% | -6.2% | -15.4% |
| 6M | -47.7% | -33.2% | -14.5% | -29.2% |
| YTD | -35.6% | +5.7% | -41.3% | -43.7% |
| 1Y | -36.4% | +9.3% | -45.7% | -45.3% |
| All | -36.4% | +5.7% | -42.1% | -45.3% |
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 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