+6.4%
IONQ vs CAT
+10.8%
-4.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | -0.1% |
| 7D | +0.8% | +1.7% | -0.9% | -0.5% |
| 30D | -1.0% | -6.6% | +5.5% | +4.4% |
| 3M | -39.8% | -13.3% | -26.5% | -33.8% |
| 6M | +6.4% | +11.6% | -5.2% | +3.2% |
| All | +6.4% | +10.8% | -4.4% | +3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling