+227.2%
IONQ vs CCJ
+466.9%
-239.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.7% | +2.6% | +5.1% |
| 7D | +25.5% | +2.7% | +22.7% | +24.3% |
| 30D | -11.4% | -14.4% | +3.0% | -2.2% |
| 3M | -20.5% | -22.6% | +2.2% | -7.3% |
| 6M | -28.2% | -35.4% | +7.2% | -6.4% |
| YTD | -21.2% | -17.6% | -3.6% | -9.7% |
| 1Y | -40.4% | -18.1% | -22.2% | -31.1% |
| 3Y | +214.7% | +79.6% | +135.1% | +129.7% |
| 5Y | +56.9% | +175.3% | -118.4% | -14.3% |
| All | +227.2% | +466.9% | -239.7% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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