+144.7%
IONQ vs CAT
+235.5%
-90.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -6.4% | -4.2% | -5.4% |
| 7D | -16.7% | -14.5% | -2.2% | -5.2% |
| 30D | -38.9% | -35.7% | -3.2% | -12.9% |
| 3M | -33.8% | -36.3% | +2.5% | -5.0% |
| 6M | -44.9% | -38.5% | -6.4% | -18.7% |
| YTD | -41.1% | -2.5% | -38.6% | -41.0% |
| 1Y | -52.3% | -1.9% | -50.4% | -52.3% |
| 3Y | +128.2% | +139.2% | -11.0% | +19.8% |
| 5Y | +37.2% | +192.1% | -155.0% | -36.3% |
| All | +144.7% | +235.5% | -90.8% | +6.2% |
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 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