+108.3%
IONQ vs CCL
+53.4%
+54.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +0.8% | -5.0% | +5.9% | +4.0% |
| 30D | -1.0% | -20.3% | +19.3% | +13.8% |
| 3M | -39.8% | -15.1% | -24.7% | -34.1% |
| 6M | +6.4% | -15.1% | +21.5% | +15.1% |
| YTD | -11.9% | -21.8% | +9.9% | -0.5% |
| 1Y | -6.2% | -24.8% | +18.6% | +7.9% |
| All | +108.3% | +53.4% | +54.9% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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