+191.0%
IONQ vs CCJ
+69.7%
+121.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +4.3% | +19.1% | +20.4% |
| 7D | +8.6% | -7.3% | +15.9% | +15.1% |
| 30D | -21.1% | -20.0% | -1.1% | -7.2% |
| 3M | -17.9% | -23.8% | +6.0% | -0.2% |
| 6M | -37.9% | -42.4% | +4.4% | -9.0% |
| YTD | -27.3% | -22.1% | -5.2% | -11.5% |
| 1Y | -43.2% | -20.8% | -22.4% | -31.1% |
| 3Y | +191.0% | +75.7% | +115.3% | +103.2% |
| All | +191.0% | +69.7% | +121.3% | +103.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling