+56.9%
IONQ vs CBOE
+179.0%
-122.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.1% | +8.5% | +8.3% |
| 7D | +25.5% | +1.0% | +24.4% | +25.6% |
| 30D | -11.4% | +16.0% | -27.4% | -10.3% |
| 3M | -20.5% | +23.4% | -43.9% | -19.0% |
| 6M | -28.2% | +1.7% | -29.9% | -26.5% |
| YTD | -21.2% | +41.6% | -62.8% | -19.4% |
| 1Y | -40.4% | +38.5% | -78.9% | -39.0% |
| 3Y | +214.7% | +105.7% | +108.9% | +176.3% |
| 5Y | +56.9% | +185.4% | -128.6% | +4.2% |
| All | +56.9% | +179.0% | -122.2% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling