+224.0%
IONQ vs CDNS
+142.3%
+81.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | +0.3% |
| 7D | +16.7% | +2.4% | +14.2% | +15.0% |
| 30D | -12.3% | -6.0% | -6.3% | -6.6% |
| 3M | -17.7% | -0.1% | -17.6% | -17.8% |
| 6M | -28.9% | -8.6% | -20.4% | -23.2% |
| YTD | -22.0% | +6.1% | -28.1% | -28.0% |
| 1Y | -36.8% | +0.8% | -37.6% | -38.6% |
| 3Y | +228.2% | +26.8% | +201.4% | +133.6% |
| 5Y | +91.9% | +86.9% | +5.1% | -6.8% |
| All | +224.0% | +142.3% | +81.7% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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