+52.8%
IONQ vs CCL
+20.8%
+32.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | 0.0% | +23.5% | +23.4% |
| 7D | +8.6% | +2.6% | +6.0% | +6.4% |
| 30D | -21.1% | +13.1% | -34.2% | -27.0% |
| 3M | -17.9% | +3.3% | -21.2% | -20.5% |
| 6M | -37.9% | +8.7% | -46.7% | -42.6% |
| YTD | -27.3% | -1.6% | -25.7% | -29.7% |
| 1Y | -43.2% | +14.0% | -57.2% | -50.3% |
| 3Y | +191.0% | +145.1% | +45.8% | +52.2% |
| All | +52.8% | +20.8% | +32.0% | +11.6% |
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