+53.2%
IONQ vs CCL
+30.6%
+22.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.4% | -5.0% | -6.8% |
| 7D | +16.8% | -0.3% | +17.1% | +17.4% |
| 30D | -11.1% | +10.3% | -21.5% | -16.2% |
| 3M | -31.7% | +6.6% | -38.3% | -35.0% |
| 6M | -44.8% | +20.0% | -64.8% | -51.6% |
| YTD | -31.2% | -1.9% | -29.3% | -33.1% |
| 1Y | -39.1% | +10.4% | -49.6% | -45.5% |
| 3Y | +189.5% | +134.8% | +54.7% | +56.5% |
| 5Y | +53.2% | +34.0% | +19.1% | +6.1% |
| All | +53.2% | +30.6% | +22.6% | +6.1% |
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