+202.0%
IONQ vs CB
+159.3%
+42.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.8% | +25.2% | +23.4% |
| 7D | +8.6% | +0.2% | +8.3% | +8.6% |
| 30D | -21.1% | +9.1% | -30.2% | -21.2% |
| 3M | -17.9% | +3.4% | -21.3% | -17.8% |
| 6M | -37.9% | +14.1% | -52.0% | -38.6% |
| YTD | -27.3% | +18.0% | -45.3% | -28.7% |
| 1Y | -43.2% | +30.1% | -73.3% | -45.6% |
| 3Y | +191.0% | +71.8% | +119.2% | +156.5% |
| 5Y | +69.3% | +101.8% | -32.6% | +38.1% |
| All | +202.0% | +159.3% | +42.7% | +138.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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