+265.9%
IONQ vs CAT
+392.1%
-126.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.6% |
| 3M | -39.8% | -13.3% | -26.5% | -32.8% |
| 6M | +6.4% | +11.6% | -5.2% | -3.3% |
| YTD | -11.9% | +42.9% | -54.9% | -35.0% |
| 1Y | -6.2% | +95.4% | -101.6% | -46.1% |
| 3Y | +125.7% | +196.6% | -70.9% | -3.4% |
| 5Y | +296.0% | +321.7% | -25.7% | +35.2% |
| All | +265.9% | +392.1% | -126.2% | +17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling