+265.9%
IONQ vs CB
+141.9%
+124.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.3% |
| 7D | +0.8% | +0.5% | +0.3% | +0.8% |
| 30D | -1.0% | -3.1% | +2.1% | -0.9% |
| 3M | -39.8% | +9.0% | -48.8% | -40.6% |
| 6M | +6.4% | +2.9% | +3.6% | +5.9% |
| YTD | -11.9% | +10.1% | -22.0% | -13.6% |
| 1Y | -6.2% | +22.8% | -28.9% | -10.2% |
| 3Y | +125.7% | +73.8% | +51.9% | +92.9% |
| 5Y | +296.0% | +99.2% | +196.8% | +218.1% |
| All | +265.9% | +141.9% | +124.0% | +189.5% |
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