+283.7%
IONQ vs CAVA
+34.5%
+249.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.0% | +0.3% | -2.9% |
| 7D | +1.3% | -8.5% | +9.9% | +5.8% |
| 30D | -10.3% | -8.2% | -2.1% | -7.2% |
| 3M | -32.7% | -25.9% | -6.8% | -24.5% |
| 6M | +6.3% | -30.9% | +37.3% | +23.1% |
| YTD | -15.0% | -3.7% | -11.3% | -18.7% |
| 1Y | -13.3% | -13.4% | +0.1% | -13.5% |
| 3Y | +97.2% | +44.2% | +53.0% | +75.4% |
| All | +283.7% | +34.5% | +249.2% | +268.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling