-1.3%
IONQ vs CDNS
-19.7%
+18.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.3% | +4.6% |
| 7D | +7.1% | -9.2% | +16.4% | +15.1% |
| 30D | -8.9% | -16.3% | +7.3% | +4.3% |
| 3M | -35.6% | -27.9% | -7.6% | -17.3% |
| 6M | +13.3% | -4.3% | +17.6% | +18.6% |
| YTD | -9.8% | -9.1% | -0.7% | -4.6% |
| 1Y | -1.3% | -21.2% | +19.9% | +14.6% |
| All | -1.3% | -19.7% | +18.4% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling