+215.4%
IONQ vs CDNS
+140.5%
+74.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -1.9% | -2.0% |
| 7D | +15.3% | -0.1% | +15.4% | +16.3% |
| 30D | -6.1% | -5.5% | -0.6% | -0.6% |
| 3M | -21.6% | +0.5% | -22.1% | -22.0% |
| 6M | -40.1% | -9.6% | -30.5% | -34.7% |
| YTD | -24.1% | +5.3% | -29.4% | -29.4% |
| 1Y | -37.4% | +3.4% | -40.8% | -40.6% |
| 3Y | +219.5% | +25.9% | +193.6% | +129.0% |
| 5Y | +76.9% | +85.8% | -8.8% | -13.6% |
| All | +215.4% | +140.5% | +74.8% | +33.6% |
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