+224.0%
IONQ vs CBOE
+321.9%
-97.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.4% | -4.4% | -0.9% |
| 7D | +16.7% | +6.0% | +10.7% | +16.9% |
| 30D | -12.3% | +19.9% | -32.2% | -11.9% |
| 3M | -17.7% | +28.4% | -46.1% | -17.2% |
| 6M | -28.9% | +5.2% | -34.1% | -27.6% |
| YTD | -22.0% | +46.4% | -68.4% | -22.3% |
| 1Y | -36.8% | +41.8% | -78.6% | -36.9% |
| 3Y | +228.2% | +114.4% | +113.8% | +182.0% |
| 5Y | +91.9% | +202.9% | -111.0% | +24.5% |
| All | +224.0% | +321.9% | -97.9% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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