+265.9%
IONQ vs CBOE
+245.1%
+20.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.8% | -3.6% | +4.4% | +0.8% |
| 30D | -1.0% | +5.1% | -6.1% | -1.0% |
| 3M | -39.8% | +4.6% | -44.4% | -39.7% |
| 6M | +6.4% | -0.3% | +6.7% | +6.7% |
| YTD | -11.9% | +19.8% | -31.7% | -12.7% |
| 1Y | -6.2% | +28.4% | -34.5% | -7.4% |
| 3Y | +125.7% | +104.1% | +21.6% | +72.7% |
| 5Y | +296.0% | +150.9% | +145.1% | +154.4% |
| All | +265.9% | +245.1% | +20.9% | +112.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling