+56.9%
IONQ vs CAT
+202.4%
-145.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +7.2% | +1.1% | +2.1% |
| 7D | +25.5% | -2.4% | +27.9% | +28.6% |
| 30D | -11.4% | -25.0% | +13.6% | +13.5% |
| 3M | -20.5% | -28.7% | +8.3% | +6.5% |
| 6M | -28.2% | -33.0% | +4.8% | +0.6% |
| YTD | -21.2% | +5.4% | -26.7% | -27.0% |
| 1Y | -40.4% | +7.3% | -47.6% | -45.4% |
| 3Y | +214.7% | +166.0% | +48.7% | +37.8% |
| 5Y | +56.9% | +210.1% | -153.2% | -39.6% |
| All | +56.9% | +202.4% | -145.5% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling