+294.8%
IONQ vs CCJ
+369.1%
-74.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +0.8% | +0.7% | +0.1% | +0.4% |
| 30D | -1.0% | +6.9% | -7.9% | -4.8% |
| 3M | -39.8% | -11.6% | -28.2% | -34.0% |
| 6M | +6.4% | -16.2% | +22.7% | +20.7% |
| YTD | -11.9% | +10.1% | -22.0% | -16.1% |
| 1Y | -6.2% | +32.3% | -38.4% | -23.7% |
| 3Y | +125.7% | +171.3% | -45.6% | +8.8% |
| All | +294.8% | +369.1% | -74.3% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling