+109.3%
IONQ vs CDE
+819.3%
-710.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.1% | +3.5% |
| 7D | +7.1% | +2.3% | +4.8% | +6.0% |
| 30D | -8.9% | +18.8% | -27.7% | -15.4% |
| 3M | -35.6% | +23.5% | -59.0% | -41.4% |
| 6M | +13.3% | -8.6% | +21.9% | +14.5% |
| YTD | -9.8% | +16.0% | -25.8% | -15.6% |
| 1Y | -1.3% | +42.1% | -43.4% | -15.9% |
| 3Y | +109.3% | +835.9% | -726.6% | -5.1% |
| All | +109.3% | +819.3% | -710.0% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling