+241.1%
IONQ vs CDE
+83.9%
+157.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.3% | -2.4% |
| 7D | -5.6% | -6.1% | +0.5% | -3.7% |
| 30D | -15.2% | +9.5% | -24.7% | -18.0% |
| 3M | -34.9% | +32.0% | -66.9% | -41.1% |
| 6M | +4.9% | -12.8% | +17.7% | +7.9% |
| YTD | -17.9% | +14.2% | -32.1% | -21.8% |
| 1Y | -16.0% | +36.3% | -52.3% | -25.4% |
| 3Y | +90.5% | +821.4% | -730.9% | -6.2% |
| 5Y | +268.4% | +194.3% | +74.1% | +104.0% |
| All | +241.1% | +83.9% | +157.2% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 10y: compounded portfolio wealth divided by compounded CDE 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…
10y analysis · Full analysis span regression · 6 months rolling