+185.7%
IONQ vs CDNS
+143.5%
+42.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.2% | -10.6% | -10.5% |
| 7D | +16.8% | +7.0% | +9.7% | +10.3% |
| 30D | -11.1% | -0.3% | -10.9% | -10.5% |
| 3M | -31.7% | +3.2% | -34.9% | -33.7% |
| 6M | -44.8% | -6.9% | -37.9% | -41.4% |
| YTD | -31.2% | +6.6% | -37.9% | -36.9% |
| 1Y | -39.1% | +5.6% | -44.8% | -43.5% |
| 3Y | +189.5% | +27.4% | +162.1% | +104.9% |
| 5Y | +53.2% | +83.7% | -30.6% | -25.1% |
| All | +185.7% | +143.5% | +42.2% | +19.6% |
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