+242.7%
IONQ vs CAVA
+42.4%
+200.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.2% |
| 7D | +15.3% | -3.5% | +18.8% | +17.3% |
| 30D | -6.1% | +13.8% | -19.9% | -12.5% |
| 3M | -21.6% | -1.7% | -19.9% | -22.5% |
| 6M | -40.1% | -25.2% | -14.9% | -34.4% |
| YTD | -24.1% | +1.9% | -26.0% | -30.3% |
| 1Y | -37.4% | +21.4% | -58.8% | -48.0% |
| 3Y | +219.5% | +92.5% | +127.0% | +151.2% |
| All | +242.7% | +42.4% | +200.3% | +216.2% |
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