+167.4%
IONQ vs CCEP
+179.9%
-12.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.4% | -7.8% | -7.0% |
| 7D | -11.5% | +2.1% | -13.6% | -12.2% |
| 30D | -8.1% | +10.6% | -18.7% | -13.0% |
| 3M | -35.8% | +10.3% | -46.1% | -39.5% |
| 6M | -47.7% | +31.1% | -78.8% | -55.7% |
| YTD | -35.6% | +32.1% | -67.8% | -46.5% |
| 1Y | -36.4% | +32.8% | -69.2% | -47.6% |
| 3Y | +150.0% | +111.3% | +38.7% | +42.7% |
| 5Y | +43.3% | +147.5% | -104.2% | -28.8% |
| All | +167.4% | +179.9% | -12.5% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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