+269.7%
IONQ vs CAVA
+33.0%
+236.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -1.9% |
| 7D | -7.0% | -8.0% | +1.0% | -3.2% |
| 30D | -18.7% | -19.6% | +0.9% | -10.0% |
| 3M | -36.6% | -36.7% | +0.1% | -22.8% |
| 6M | +7.2% | -30.6% | +37.8% | +23.8% |
| YTD | -18.1% | -4.8% | -13.3% | -21.3% |
| 1Y | -21.9% | -13.1% | -8.8% | -22.2% |
| 3Y | +86.7% | +48.8% | +38.0% | +64.6% |
| All | +269.7% | +33.0% | +236.7% | +257.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 10y: compounded portfolio wealth divided by compounded CAVA 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…
10y analysis · Full analysis span regression · 6 months rolling