+108.3%
IONQ vs CAT
+196.5%
-88.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | -0.4% |
| 7D | +0.8% | +1.7% | -0.9% | -0.8% |
| 30D | -1.0% | -6.6% | +5.5% | +5.8% |
| 3M | -39.8% | -13.3% | -26.5% | -31.6% |
| 6M | +6.4% | +11.6% | -5.2% | -7.1% |
| YTD | -11.9% | +42.9% | -54.9% | -41.9% |
| 1Y | -6.2% | +95.4% | -101.6% | -56.6% |
| All | +108.3% | +196.5% | -88.2% | -40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling