+144.7%
IONQ vs CB
+164.0%
-19.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.7% | -9.8% | -10.5% |
| 7D | -16.7% | +2.6% | -19.3% | -16.7% |
| 30D | -38.9% | +11.2% | -50.1% | -39.0% |
| 3M | -33.8% | +5.7% | -39.5% | -33.8% |
| 6M | -44.9% | +15.9% | -60.9% | -45.5% |
| YTD | -41.1% | +20.2% | -61.2% | -42.2% |
| 1Y | -52.3% | +32.4% | -84.7% | -54.3% |
| 3Y | +128.2% | +75.5% | +52.7% | +101.0% |
| 5Y | +37.2% | +105.5% | -68.3% | +11.9% |
| All | +144.7% | +164.0% | -19.3% | +93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling