+265.9%
IONQ vs CDE
+92.1%
+173.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.9% |
| 7D | +0.8% | +0.5% | +0.3% | +0.6% |
| 30D | -1.0% | +21.9% | -22.9% | -7.7% |
| 3M | -39.8% | +14.9% | -54.7% | -42.8% |
| 6M | +6.4% | -10.5% | +16.9% | +8.5% |
| YTD | -11.9% | +19.3% | -31.2% | -17.2% |
| 1Y | -6.2% | +50.8% | -57.0% | -19.1% |
| 3Y | +125.7% | +782.3% | -656.6% | +12.0% |
| 5Y | +296.0% | +191.7% | +104.3% | +116.8% |
| All | +265.9% | +92.1% | +173.8% | +103.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling