-33.8%
IONQ vs CB
+6.7%
-40.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.7% | -9.8% | -11.6% |
| 7D | -16.7% | +2.6% | -19.3% | -12.8% |
| 30D | -38.9% | +11.2% | -50.1% | -25.8% |
| 3M | -33.8% | +5.7% | -39.5% | -33.4% |
| All | -33.8% | +6.7% | -40.5% | -33.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling