+190.5%
IONQ vs CAVA
+38.6%
+151.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.5% | -8.0% | -7.1% |
| 7D | -11.5% | -1.6% | -9.9% | -10.7% |
| 30D | -8.1% | +12.9% | -21.0% | -14.1% |
| 3M | -35.8% | -19.3% | -16.5% | -29.9% |
| 6M | -47.7% | -19.5% | -28.3% | -44.9% |
| YTD | -35.6% | -0.8% | -34.9% | -40.1% |
| 1Y | -36.4% | +20.8% | -57.2% | -47.1% |
| 3Y | +150.0% | +85.7% | +64.4% | +99.9% |
| All | +190.5% | +38.6% | +151.9% | +171.7% |
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