+52.8%
IONQ vs CCL
+21.4%
+31.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.5% | +22.9% | +23.1% |
| 7D | +8.6% | +3.1% | +5.5% | +6.2% |
| 30D | -21.1% | +13.7% | -34.8% | -27.2% |
| 3M | -17.9% | +3.8% | -21.7% | -20.7% |
| 6M | -37.9% | +9.3% | -47.2% | -42.8% |
| YTD | -27.3% | -1.1% | -26.2% | -29.9% |
| 1Y | -43.2% | +14.6% | -57.8% | -50.5% |
| 3Y | +191.0% | +146.4% | +44.6% | +51.8% |
| All | +52.8% | +21.4% | +31.4% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling